This title is, of course, an analogy for basically buying an automobile without a proper inspection. With all of the inter-related on board systems (computers), complex suspensions, catalytic computers, convenience systems and more, it is without a doubt necessary to perform a pre-purchase inspection from a qualified (that is, a facility that works on Mercedes) business that has the proper diagnostic equipment and is familiar with the weaknesses of the model that you are considering purchasing.
There are 2 checks (among the others) that need to be performed. First, you must put the car on a lift and thoroughly inspect the suspension, drive line, exhaust, and integrity of the chassis. Without exception, if there are no problems underneath the car, there will be very few elsewhere. This means that the owner has regularly serviced the vehicle and has done the needed repairs. If the repairs have been performed underneath, the individual has done whatever repair needs to be performed.
The other inspection that can be done is to do at least a short test on the Star Diagnostic System and get a good idea if there are any problems lurking in the future. There are 3 areas I would pay very close attention to. First is the secondary air injection system, second is the transmission, and third is the AC system.
The secondary air injection system's purpose is to make the engine run cleaner (less pollutants) upon start-up. Carbon build up in the cylinder heads prevents this and the presence of this problem is a deal killer because it is so expensive to fix.
The second item, the transmission, is overlooked on the older Mercedes because it was not a regularly serviced item. Mercedes stated "the transmission has a lifetime fill" which meant you never had to service the transmission. This policy started in 1997 with Mercedes first electronic transmission and continued through 2006, until the advent of the new 7 speed transmission. The Star System can unveil any potential problems here.
And, finally, the AC system. The biggest (most expensive) problems would be a leak in the evaporator. A visual inspection some times can detect a leak from the evaporator. Sometimes you must charge the system using oil with dye. But remember, if the AC does not work you must assume the worst. The owner's assurance that it just needs to be charged with freon underlies the fact there is a serious problem.
Finally, responsible owners will keep records! You want to see a dossier of records that would choke a horse: verifiable records (this means that you call the shop) on the car to be purchased. I would easily pay a $1000 premium for a car that has meticulous service records. Buying a good used car is difficult and time consuming but you can weed out potential prospects with a couple of questions: How long have you owned the car (at least 5 years) and do you have extensive verifiable service records.
Finally, if a car meets the original criteria, schedule a pre-purchase inspection.