I have had a number of cars inspected over the years. I certainly found it a useful way of learning what to look for myself in a car. As a result, I have not used one for some years because I tend to think that something like an AA inspection would not tell me a great deal more than I could work out for myself. Although, I still might not spot well-repaired accident damage, which they might.
I have used three types of inspection. AA, independent company, and MB indie. The advantage of AA/RAC over the other two is that the location of the car does not matter. Your local MB indie will probably check out a car locally for you if you are a regular customer, but they understandably won't want to travel. An independent vehicle inspection company will probably give you more scope by working in a particular radius, but will again have some limitation.
A general problem with inspections is that you may have to wait a little while. Most dealers will not be bothered about this. Private sellers may well be more variable. I found this mainly an issue with the AA, whose services I have used three times. On each occasion, the wait was 10-14 days. Some private sellers will be fine about this, particularly if they are not getting a lot of interest in their car, but others may take the attitude that if they get another offer in the meantime, they will take it. But, better to let a good one go than buy a dud.
I think the pros and cons of each are roughly:
AA/RAC. I have used the AA vehicle inspeciton service three times. They will inspect a car anywhere in the country. Do a fairly comprehensive job, and will identify any major faults.
But there are a number of downsides. First, the service is only available to members. In my experience, there is an unacceptably long wait for the inspection. Most expensive option, by quite a long way. Last time I used the service, the AA had two different inspections, both of which gave you a report after 3-4 days. However, it was only the more expensive option which included the immediate telephone summary, which is what you really want. I don't know the current price (it was over £200 when I last used them some years ago), so I doubt it will represent good value for money. Of the cars I had inspected, I bought two (a Ford Orion and a Honda Civic) and decided against buying one (a 190E). I would probably trust an AA inspection for something fairly standard, but not for something more specialised.
Independent company. I don't know how many of these there are around now, but I used a company called Cade Vehicle Inspections who covered the London area. They were a lot cheaper and quicker than the AA, and covered roughly the same points, and probably just copied their format for both the inspection and the report. They were also quite happy to say things off the record, such whether they knew the dealer, and warn me off them. I used their services twice, and decided against purchasing either car.
MB indie. If you are looking at buying a used Merc, particularly one of the less common ones, I think this is your best bet. They will probably be quite happy to do this if you are a regular customer, but worth asking even if you are not. They will probably be happier if the car is brought to them, partly because its less trouble for them, but also because they can get it up on the ramp and have a really good look at it. I suspect this would be a cheaper option than the other two, and may even do it for nothing if the car is bought to them, and they will continue to get your business should you buy the car. Even if you are not buying locally, you may be able to find a decent indie (possibly via this forum) near to where you are buying the car, and arrange an inspection. You will probably get instant feedback, but no written report. Depends on what you want.