When I had my E55, Merc said that none of their rotors are meant to be turned. Actually a lot of newer cars say the their rotors are not meant to be turned. My understanding is that the motors are basically made to the min thickness when new. This is mainly done to keep costs and weight down (less material), and help increase gas mileage to keep up with the tighter and tighter regulations (every little bit helps).
That said, what I usually do is this. If I didn't feel ANY type of vibration before changing pads, I would slightly scuff the old rotors with sandpaper (just to remove old brake pad buildup), and then put the new pads on. On the Benz, I did need new rotors, so I had to buy them. However, since it wasn't a car I tracking or "driving the hell out of it" (stressing the brakes), I bought a set of "bling" (slitted and drilled) rotors off of ebay for like $500 for all 4 (I think the dealership wanted something like $1600 to do the fronts only), and never had an issue with them. That is NOT something I would recommend if you drive the car hard, but for regular driving with the occasional "hammer down" acceleration runs only, they were fine.
The thing to remember with the Benz (I assume yours is the same) is that they can go through a "system check" if the key is even detected in the same area of the car, which includes a function check of the brakes. If this happens while you have the pads/rotors/calipers off, it could push the pistons right out of the calipers (or worse yet, smash your finger if it's in the way). What I was told (and I never lost a finger), was to leave the keys way the hell away from the car while your working on it, and don't even touch the door in attempt to open it, to avoid the possibility of the system cycling. ANother option is to disconnect the battery while doing the work, but I just made sure I didn't do anything that could "set it off".