I'm sure on the 2002 diesel it is still under the bonnet and is a 38 pin socket not a 16 pin OBDII socket which is on newer vehicles (after 2004 on diesels I think)
As for diagnostic equipment, above suggestions are good, but it depends on how much info you need to get from the vehicle. A STAR machine is what MB dealers use but is very expensive and not sure if it is available to individuals. Alot of the generic code readers are quite good and can read most codes but only some will do things like reset airbag lights etc