Anything before 2002 is a grey market car.
Now keep in mind that it doesn't mean its illegal, it just means that it wasn't imported by Mercedes Benz, so MB dealers may or may not service it. Probably not an issue for you. They may also not order any parts for you..again may not be an issue for you. You may also discover that your insurance company will not offer full coverage...this may not be important for you also.
Just things to keep in mind. Lots of guys own them and wouldn't have it any other way. I had one...
When buying a grey market car, do your due diligence about federalization.