I've just been through this process. Search Autotrader and Pistonheads for starters. There are plenty of R129s around, with the 500 in a minority and the 600 in a tiny minority.
My impression of Cheshire Classic Benz is favourable, but that's a wallet-wincing price for an early car, even with moderate mileage (check CCB's own site for the downside of a low-mileage car). There are dozens of cars for sale in the £5000 to £12000 range, and a few at higher prices. You don't say where you are, but it seems to me that prices are often less realistic away from the South East; that may seem counter-intuitive, but I suspect it has to do with local availablity of cars and the intensity of local competition.
Buying from a dealer does make sense in many circumstances, but from my limited experience the supposed benefits are elusive. Wherever you buy, budget £200 or so for a pre-purchase inspection by someone who knows the model intimately. Walk away from anyone who resists a PPI. Look out for traders (no garage/showroom) wanting to be seen as dealers; this is not to say beware of them, but they offer little if anything beyond what you'd get from a private vendor. I can hardly say "beware": I bought my car from a trader, but I reckoned he was trustworthy and we established early on that he could offer little over a private vendor.
The most common fault I found among those I test-drove was faulty or failed A/C. Corrosion is rare, but it does exist. Watch out for extensive bonnet rash too, touched in or not. Above all, make sure the soft-top works properly. I don't like the special editions (interiors, mostly). Some are not so special: I inspected and drove one that had no memory function on the electric seats -- the worst option of all (as I know from my E320 Coupé). It also had 18" wheels (275/35 rear and 245/? front), so a bad ride and so much tramlining that I was glad to get back in my 1984 Capri 2.8i.
There's also stacks of stuff on the Web. Try these:
Brian Clifton . com: Mercedes-Benz: Cars: Car Detail
Mercedes SL500 R129 1990s History
And there's an active R129 forum at:
http://www.benzworld.org/forums/r129-sl-class/
Let us know how you get on.