Most Mercs are automatic - don't worry, once you've tried it you will never go back to manual again - why be bothered changing gear when you don't have to!
The gear box is smooth and responsive but not that sporty or quick. Hit the sports button to move it from comfort mode and you will see an improvement - mind you, you will also see a drop in your mpg.
Whilst on the subject of economy, it is pretty good although not as good as the 2 previous Merc saloons that I have had. That said, I have been tracking the mpg since new and am averaging around 40.