What you're looking for is generally called a reverse harness, I think. Obviously mercedes could sell you one, but they'd probably want to sell you the entire wireing harness for the front half of the car. Metra/Schosche and the like may or may not make one. They do for Honda, and for standard ISO head units.

As to power, your plan sounds good to me.

If you're just trying to solder two wired with striped ends, you really don't need much. A radio shack $12 soldering kit should be fine. Read Patrick's tuner manual for a introduction to soldering, it's for small electronics, but it'll help with your gobs-of-solder technique that's needed for this application.

Matthew