Hey now. im a MB fan myself. I pretty much get everything from autozone/kragen/oreilly's.
I cant say for G-wagons, but owning 2 w140s (90's series S-class), s320 and s600; and a 2001 clk55, i wrench on my cars myself. I dont go to the dealership unless its for something like a waterpump or a part that is necessary to get oem. no reason to get brake pads from the stealership when you can get them from those one stop shops for significantly cheaper...
I could see there being issues for pre 2002s since those are grey market vehicles, but I guess id just order overseas and have it shipped out. all things said and done, i prob would get a 2002+ just because of parts supply availability nearby and modern creature comforts that the early 90s and prior dont have.
from my own point of view, id say cost of owenership on an MB isnt too much higher than other vehicles... my lx450 and s600 are neck and neck on cost spent on parts. also, id say that general build quality of MB means longer duration of a part breaking, but the higher price of said part reflects this by being pricier.
some things do have sticker shock though... i needed new cats for my s320. they were ~600 a piece and i needed 2, even though its an I6 motor! then again the car has 220k miles and has had low cost of ownership. I did put in a new trans at 140k miles that ran me 4k, and redid the head at 190k that ran me 1.2k but if you think about it, those prices arent far off from normal non-3 star vehicles..
edit: looking back reading everything. personally, i wouldnt buy a g-wagon thats sub 20k. vehicles are priced what they are for a reasonl unless its your grandmas car and shesells it to you for 5k just so she can say she 'sold it' to you...
these vehicles are often looked at for thier golf club curb appeal, not thier offroading qualities. Id spend the 15-20k on a decked out 80 toyota thats been taken care of, with records to prove it, since you clearly arent in the market of g-class for thier fuel economy...