I'm new to the MB world as well, and had to go through this a few weeks. I recognized that the 2004 SLK 230 stock wheels can look nice, but mine were in poor shape & letting the car down!
I ended up going with Discount Tire (America's Tire in some states). They had the best combination of style and affordability, and their website has the "See these on your car" feature we've come to expect.
I went with the Voxx MG3 See It On Your Car
(16X7 5-112 20SML) 4x $124 with staggered Yokohama tires. This and most come in 16" or 17". See the attached photos, with the old and new wheels. Style is individual, but at $124, new was close to the price of refurbishing, so I opted to update the style and sell the old rims to offset the cost. I don't have the weight on hand, but these are lighter than stock, adding to what I've experienced as much better handling.
I could not find an aftermarket wheel I liked that had a 75mm center cap, so I'm unable to transfer over the OEM caps, so I've ordered off eBay a set of stickers with the same blue MB logo, which I will attach when they arrive.
You have lots to choose from, but in my experience, used MB wheel, especially the AMG 5-spoke wheels are still selling for a premium. Go with what makes you smile, and don't skimp too much on the tires! You'll be happy with the improvements in performance and safety.