Just picked up my MB (E420) from the shop. Ignition coil went bad. That's 3 that have gone since we bought it. Not that big a deal (1 day turn around, $75 for part, $100 for labor). But we've also had to replace the radiator, a window motor ($500??), oil lines, recently the transmission had some sort of shit wrong with it and it wouldn't shift out of first, another $800. Had the key snap off in the ignition last fall, which isn't necessarily a mechanical problem, until you consider that we had to pay the dealer $1100 to drill out the entire ignition key assembly and put a new one in because of the way it was designed. Currently one of the fog lights doesn't work due to an electrical problem that neither myself nor my father can fix--my father is an electrical engineer.
All said and done, this is a car with almost 160,000 miles and still drives basically like it did 160,000 miles ago. Superb handling, very smooth ride, very strong performance (mid 14's 1/4 mile) while getting 27mpg on the highway. Interior doesn't look like it did new, but it still looks excellent and I would believe the car had less than 30k miles on it.
My parents have owned several MB's over the years, and my take is this:
In all likelihood, they will be more expensive to maintain than other cars, but are extremely well engineered vehicles that will last a long time if you take care of them correctly.
Buy an SL500 and you will be buying an excellent car that will be a lot of fun. You're also likely signing up for more mechanical problems (than the average car) which will cost more to fix (than the average car).
I've driven an '04 SL500 and will say that the steering could have been a little tighter, but overall very, very cool car. Economy should be better, but overall strong performance. It's a very flashy car--make sure you have the persona to go with it.
A few weeks ago I got the chance to drive an '02 Jaguar XKR; I would recommend taking a look at one of these for sure. You can get a stronger performer that's a little less common for a good bit cheaper if you go back a couple of years. Less money upfront = more money to put aside for maintenance.