Stu, you've made a good decision. If you have the correct interface already and decent JL gear you will blow the HK system out of the water provided it is installed correctly.
In fact, even the entry level JL speakers and amps would blow a HK system out of the water.
Well worth the investment in time and money in my opinion.
Don't worry about speaker size. Pretty much every merc for the last 15+years has had 6.5" components up front so i'm sure yours will fit just fine once a good installer has knocked up some MDF baffles for them.
Unless you have previous experience, i would leave it to the professionals. £3k worth of sound equipment can quickly sound like £30 of halfords junk if not installed/setup correctly. (I know, that was me at 17!)
The fact that you're asking these questions would indicate to me that you should find someone to do it for you.
Many many previous MB, gone but not forgotten.