Overall, I would look at the normal things you would look at in a used car. I would budget your maintenance costs higher if you don't DIY. Tires should be part of that. I don't drive too aggressive and I had to change the rears once. I have 23000 miles. Only reason I mention it is because most cars I've had, all tires last at least 30k miles. BMW I had before last 50k.
Other than that, car has been a joy to own. Smiles ear-to-ear when cruising or when driving agressively. Hope this helps.
You wont regret it, I picked up my 2005 SLK55 May 5th. I am not far from you. Huntsville, AL. Some issues, valve cover gasket and probably spark plugs. Other wise all is well. The sound, and butt dyno reaction is worth it.
Handling is pretty good for a heavy car. My other car is a Mazda Speed Miata, about 1000 lbs lighter.
Good luck in your search
Mine is an '06 I picked up in 2014 with 37k. From experience and reading SLKW, these are common failure points. When I replaced:
Trunk and Hood supports (38k)
Idler Pulley & Serp. Belt (38k)
Water Pump (45k)
Roof Control Servos (50k)
Harmonic Balancer (55k)
Brake pads & rotor turn 4 corners (58k)
Valve Cover Gaskets (I got lucky, mine still sealing)
On the brakes, I'm in the midst of dealing with them now. Considering the condition of the rotors, the PO must have done a front pad slap sometime before my purchase. So I might end up having to replace them instead of just turning them..