My own personal experience (with other marques other than Mercedes) is that, once a car is no longer current, then it is quite difficult to pick up a brochure for free. Obviously most manufacturers make details of their current range available because they are primarily interested in selling brand new cars. If you have ever been to a car fair you won't be shocked at the kind of prices that traders of automobilia are asking for brochures of cars that a just a few years old. And if it's just the odd brochure that you are after then, as mentioned, eBay is the place. Obviously it depends what you are after, but it needn't be that pricey. Also, look out for perhaps for old copies of magazines like Autocar. They tend to indicate in which edition a specific car road test was carried out, and this again can help to get some of those tick boxes checked.
But you can generally find many of the details and the stats that you might be after lurking in some corner of the web somewhere. This tends to be better for the classic or real enthusiasts cars - and for basic detail of cars just a few years old the Parkers car price guide includes the major pointers.
