I've been looking at Mercedes alloys with winter tyres on eBay too. - I read some online reviews saying that the Michelin Pilot Sport 3 tyres on the CLK are positively dangerous in snow (although serviceable in the cold if they can touch bitumen).
I just bid on a set (and am winning), then realised they're the wrong size: 245/45/R17 (for an E class) rather than 225/45/R17 for a CLK).