Well you shouldn't need spacers if the new wheels are the "starfish" AMG wheels for the SLK. If they are AMG wheels from a different (bigger) Mercedes, you may need to use some special parts to get them to work.
First off, make sure they don't have adapter rings pressed in, and are in fact 66.6mm centerbore. Audi owners will sometimes run AMG wheels with an adapter ring pressed in to reduce the center bore to 57mm. Try them on the back, they should fit snugly over the raised ring on the rear hub.
If you end up deciding to use 10mm spacers up front, there are a few things to beware. Normally you would want adapters with a raised hub centering ring, but these simply won't fit over the the protruding part of the hub that covers the spindle and the bearings. So you need to get a flat spacer, without the raised hub centering ring. Then in order to preserve hub centering, you need to get an adapter ring. Fortunately these are available in all kinds of different sizes. That's important because remember that part of the hub that protrudes? It tapers. At 10mm out, it's 64mm. So you need 67mm-to-64mm adapter rings. Depending on who made those, you may need to finesse them into the wheels. Good thing they're cheap, and all over eBay. Tire and wheel stores have them too.
One final thing- the lug bolts. You will need bolts that are 10mm longer than stock, for those 10mm thick spacers. Stock bolts will not bite deep enough into the hubs to be safe.
Oh wait, there's more. If your new AMG wheels were from a bigger Mercedes, they're drilled for 14mm lug bolts, not the 12mm lug bolts the SLKs use. Then you need the hard to find adapter bolts, or some reducer shims for those bolt holes.
A really good tire and wheel shop should be able to do all this for you but it could get costly.
Best of luck, hope you get your new wheels on, and be safe out there.