2002 Mercedes Benz C200 ticking noise

Do you mean when you take your foot off the throttle, the engine stalls?

Not being there makes it tough for me. However, since it is running good and the tick starts when you place a load on the engine, my first guess would be an exhaust leak at one of the manifolds or where the down pipes attach to the exhaust manifold. Have a helper start the engine, place his foot on the brake firmly and apply a little throttle to the engine so it starts ticking. Check under the hood to see if you can tell aprox where it is coming from.

NOTE: I don't think I have to say this, but don't stand in front of the vehicle when you do this. Stay off to the side.