Hi there,
I live in Southampton and I can recommend Pentagon Mercedes or MB Southampton as they are now called.
I use the one at Rushington roundabout myself and they are always very helpful and sensible about things. Have used the new one at Eastleigh Airport but they are far more "by the book".
Example being I had an odd rattle from the front of the car - Airport site told me to get it booked in and I would have to go in about a week as they were booked up until then. Rushington told me to pop down that afternoon and they would have a little look for me - when I got there they discovered a loose exhaust clamp, tightened it and sent me on my way (no charge either for the 20 minutes they took). Rushington also have supplied a few parts for free when servicing my car etc.
I use the dealership as the car is only three years old and with a full history and I want to keep it that way.
If you just bought the car it may be worth getting it serviced at the dealership the first time to reassure yourself that all is as it should be - you can always take it elsewhere next time if you feel the price is too high for a slightly older car.
So, if you want the dealer stamps then MB Southampton are pretty good. Well, that's my opinion for what it's worth. . . .
Best of luck with the Merc, I am sure you will love owning it.