I would first start by removing the air cleaner housing and check all vacuum hoses... make sure they are snug and tight... If you got good ear, you can hear the suction noise.
IF all hoses are fine, then it is time to check your idle control valve... it is a cylinder thingy in the front top of engine where there is a electrical harness on one side and two big hoses on the other side... 90 degree. IF you pull out the electrical harness while the car is idling... There are two possibilities... if RPM go even higher, it is most likely you have a vacuum leak somewhere. How high of speed are we talking about?
2000RPM or higher to begin with and go higher from there...
If your RPM is at about 1500, then most likely to be the idle control computer... which can be obtained reasonably for rebuilt one... check for vendors at mbcoupes.com under part suppliers.