I have an 09 Mercedes coupe. Its a gas vs. diesel. While I have had good experience with my first MB, the comments on expensive maintenance are accurate. Most owners of MB I know trade when the warranty expires due to maintenance expenses. I think this same math would apply for Audi and BMW.
I have seen some competitive offerings on MB SUV's with extended warranties, so if you go this route, the extended warranty is likely a smart choice. If you can qualify, USAA has some good promotions on new MB purchases.
I also recommend reading Edmunds (www.edmunds.com) particularly the user forums for the models you are interested. Many times these posts will give you an idea of issues with a particular model. Even if you buy a 2015, if the drive train is essentially the same, the concerns or complaints with prior models is a good indicator.
A friend of mine bought the MB SUV and loves it. She lives in Texas so cannot comment on cold weather driving.
When I lived in Co., my ex and I both had Acuras. The Acura MDX my wife drove was a really nice cold weather option. (I am not knocking Audi nor BMW, just providing another car that I have personal experience). Very low maintenance costs, good extended warranty, and drove really well in snow. She loved her MDX, and many times you can get a nice deal on an off lease with extended warranty that is as nice as new and materially less than German choices.
Good luck with your search !