Your best bet is to look at scca. go to
www.scca.com and find a region near you. From that region you can go to their website and find their autocross or what they call 'solo' schedule. As far as modifying goes, start simple as I said. Honestly I have got to figure your car is not going to benefit from a dry sump system. Diesel engines rev so low that the paralistic drag on the crank is not going to be so significant. Spend your money elsewhere like on an injector pump from a cummins or something. 190s may not be known in the merc circle but they certainly are in the racing circle. I am sure you know about the cosworth 190es and the cosworth 190 evos. Back in the day the cosworth mercedes and first generation M3 were all the rage. Your best bet is probably actualy to swap in some cosworth suspension parts. I believe your car uses the same differential as well so you could put an LSD from a cosworth in as well. If you really are having trouble putting the power down out of corners then put a bigger front swaybar on the car.