Should I go to the Mercedes dealer to replace brakes for my 2003 Mercedes Benz clk 320?

The brake wear light came on the over day. I’m not sure if its the pads or rotors, but i could save a lot of money at a normal mechanic. Although the brakes have electric sensors in them and if I go somewhere other than Mercedes dealer I may get after market parts that wont turn the light off. Any suggestions? (Preferable Mercedes tech)