Some places that I have found that will work on the grey-market 450s are:
2855 S Broadway
Englewood, CO 80113
(303) 597-6278
Specifically talk to the services manager and try to come in the back way where the up-front sales staff can't see you. Also, if you've been following the National Rally thread in the SCOA Members only forum, someone is trying to organize a caravan for west-coast attendees to meet up in Denver and caravan down to Kansas City. Smart Center Denver would love to see people drop in and say hi.
Specialty Repair :: BMW and Mercedes Service and Repair :: Atlanta Area
11452 North Fulton Industrial Blvd
Alpharetta, GA 30009
(770) 475-4753
John is willing to work on and fix anything. They have a grey-market Benz G Wagon and usually there is at least one 280SL Pagoda top in there.
I use them for anything A/C and engine related. They do not do tires and brakes. For that they recommended me to the next place.
Perfect Performance Tires
1089 Frazier St
Roswell, GA 30075-3831
(770) 993-5777
They have swapped out my winter and summer tires. I have an appointment for Monday 2 August 2009 to have the front rotors and pads replaced with EBC rotors and pads. Have had great experiences with my HHR there as well. However, I am thinking about trying a new shop for the brakes on my 450, the next one listed:
Atlanta Smart Car Service and Repair + Decatur, G
500 Dekalb Industrial Way
Decatur, GA
404.292.2683
I called them today (31 July 2009) to see if they would work on my grey-market 450, if they guarantee their work, etc. So far I like what I hear. Of course the ultimate determinant is what they do, not what they say.

If I have them install my brakes, I will update that information here.
Anyone else have any other shops they've had great experiences with? Midn sharing that information?
And if you're looking for a shop, try
Mercedes-Benz Repair Shops - Find a Mercedes Mechanic | BenzShops.com to find a list of independent MB repair shops near you. Then just start calling each one.

Thats how I found Specialty Repair.