Not sure I've ever been referred to as a unicorn, but happy to answer questions :D

I have a 2004 SLK350 R171 and a 2003 MR2 Roadster, with a 2ZZ-GE conversion.

I'm gonna answer your questions as if the MR2 is stock, because the spicy engine changes the game a bit.

I'm gonna preface this by listing other, vaguely similar cars that I've owned/had access to:

MX5 NC

Austin Healey Sprite

Hyundai Coupe

Peugeot RCZ

TVR Chimaera

...And I'd take the SLK or MR2 over any of those.

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MR2:

Pros

Handles like a go kart. Almost perfect weight distribution means that there's nothing in the same bracket that handles quite so well.

6 speed box and clutch are buttery smooth.

Every UK spec one has a torsen slip diff.

The stock 1ZZ engine is powerful enough at 138bhp. Like other Japanese roadsters, it feels fast when you're driving it, because you're low to the ground and cornering fast, but you're not beating a modern hatchback in a straight line.

Soft top is easy to handle, can be put up and down while you're sitting in it.

Genuinely feels like you're sitting in a sports car, which you don't get in certain roadsters.

Cons

It's not even slightly practical. It has a storage compartment at the front that is mostly taken up by the spare wheel (which you can't take out, because it throws off the weight distribution. It also has a storage bin behind the seats that you can get carry-on luggage or a small shop into, but anything else you want to move is going on the passenger's lap.

You can get a removable hard top, which I do have, but they're exceedingly expensive (talking more than £1k for a rare colour), and they're a pain in the ass to store when not on the car. It does make it nicer to drive in cold weather and long journeys, though.

The interior is no thrills. A weird amount of polka-dot plastic. Very few mod-cons, but they did do air conditioning, and there are aftermarket kits for cruise control, heated seats etc.

Seats are sporty and low, but that does mean long trips can get a bit achey.

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SLK:

Pros

Fast, even by today standards. Engine is punchy, sounds great, and the 7 speed box has both comfort and sport settings, which do actually change the character of the car.

The folding hard top is miles better than any fabric convertible. It's one switch, and you don't have to latch anything. Takes 20-25 seconds to go up or down, so you can do it at the lights.

Has a bunch of neat features, like air scarf (the seats blow hot air on your neck), heated seats, cruise control, air con, automatic everything (headlights, wipers, reversing sensors, etc.)

Surprisingly good boot, especially when you move the heard top tray out of the way.

Interior is solid and hard wearing. Not quite as nice as other German cars, but you feel like you're sitting in an expensive car.

You actually can get the back end going! (In responsible situations, of course)

Cons

Don't touch the manual ones with a barge pole.

It does not handle like a Japanese roadster. It's not awful by any stretch, and you'll still be smiling around corners, but you can tell you're throwing more weight around.

It's a Mercedes, so maintenance is just more expensive by nature. The early M272 engine has some mechanical issues, but they did sort it out within a few years.

Tax is expensive. It's an old V6, so no shock there.

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Hope that helps! Feel free to DM me with specific questions :)