I haven't change mine but slktyperice said that he uses Porterfield Brake Pads, he said it doesn't fade and has minimum brake dust. Here's what I got from formymercedes.com, they sell pads for both the SLK350 and SLK55.
Porterfield R4-S Carbon/Kevlar Street Brake pads offer these advantages:
* 90% Less Dust than OEM
* Light Pedal Effort
* Rotor Friendly
* High Friction, Hot or Cold
* Low Wear Rate
* Fastest Stopping Road Pad Available!
* Friction Coefficient:
OEM: Between .2 and .3
Porterfield: .4
* Temperature Tolearance:
OEM: 500-700 degrees F
Porterfield: 1,100 degrees F
Here's the link.
http://www.formymercedes.com/porterfield.asp