Mercedes did not (last year) charge any extra for you to collect the car (E, S or CLK Class, AMG) from Sindelfingen than the standard factory delivery charge, but this is for just one person. If the car is built in another factory (C Class, SLK, SL, ML), this may be different. If you take someone else, you must pay an additional business class fare to Stuttgart. The price includes a taxi from the airport, one night in the Ramada hotel in Sindelfingen, dinner, breakfast, a taxi to the factory, the factory tour, tickets to the Mercedes museum in Stuttgart (a must see,as cars #1 & #2 are there), a tank of fuel, five days insurance and a Eurotunnel ticket back to Folkestone. I assume the Porsche scheme is similar, if a little more expensive (but that may be for the Cayenne, which is Leipzig).
I have done it a couple of times and it was very interesting, in a 'through the square window' Play School sort of way. Obviously, with both marques in the same city, you can visit the other, too!
Also, you get most of the tedious running-in done on empty motorways and/or A-roads.
Another interesting facet of factory collection is that the handover is about as thorough as you could possible want - you certainly will never need to read the owners manual afterwards!
When recently picking up a friends E-Class, the hand-over guy noticed a small scratch on a rear side window. The car was apologetically whisked away to have the pane replaced and M-B paid for a full-on lunch for four of us in their very civilised silver-service restaurant, while we waited. Contrast this to the likely scenario at your local dealer!
In fact, the only downside to such trips is taking the car back to your dealer for registration and PDI. I can see why the moneyed return their cars to the Porsche factory for maintenance!
It is also interesting to visit the area and meet the people. After a few days you begin to understand why Porsches and M-B's are the finest cars. I would definitely recommend it, if you get the chance.