Finally got around to installing a HID kit for my low beam headlights on my 2005 SLK280, and I've detailed the install as follows.
A big help from stevenlau from this thread(
http://www.slkworld.com/help-support...-kit-r171.html), whose picures and commentary were very useful. He mounted his ballast on a cross beam that for some reason, I didn't have in my car, so I had to find an alternate mounting location.
Here's a picture of the kit. Its not my kit per se(I forgot to take a pic when I first got it), but I've been told its the same thing, so I took the pic from a guy who was selling the kit(sorry!!). Its a Kingwood kit made to replace H7 halogens with 6000k H7 HID bulbs, and I'm led to believe that it is waterproof and shock-resistant. All the cable connections seem to be made with water resistance in mind(ie. they have seals, etc..) and theres a picture of the kit working in water here
http://www.mobilehid.com/ 
The kit comes with ballasts, 2 H7 HID bulbs, mounting brackets, some nuts, bolts, washers, and wiring harnesses. There are two wiring harnesses, one for connecting as such: stock H7 bulb fitting -> blade connectors to wire -> wire to ballast to convert voltage -> from ballast to H7 HID bulb.
The other harness is an addition to the first harness and has relays and fuses in the harness, and is designed so that the stock H7 bulb fitting is connected to the relay, which then triggers a direct connection from the battery to the ballast, which then leads to the bulb. I decided to NOT use the relay harness for 2 reasons 1) the wires that came with the harness weren't long enough to get to the battery AND connect to both lights and 2) figured that the electrical system in the SLK was robust enough to handle it without a relay, as Dan mentioned that its pretty strong. Making this decision to not use the relays also resulted in a favourable side effect later on(I think...).
I took a picture of the beam pattern against a wall with the stock halogens. Also marked off the beam pattern with some masking tape, so I could compare later to see if I had inadvertently misaligned it while installing.
Picture of the underside of the light assembly. To get to this, I basically had to undo all the screws fastening the plastic liner in the wheel well. All up, per side, its 6 grey screws, and 2 silver screws. Its a bit of a pain putting it back on so all the screws fit as well. While unfastening the plastic liner, I just turn the wheel all the way to one side or the other to get access to the screws, and while working on the mounting, I turn the wheel inside. Its enough room to get access to everything. In this picture, you can see where the metal beam that stevenlau mounted his ballast doesn't even exist on mine(!!!), so I decided to screw the mount to those plastic black portrusions pointing down(outlined in red). I just got some self-tapping screws from the hardware shop to do that.
