I've been using my C240 in only the W mode till now because the dealer said that that's "standard" mode while S stands for "Sport"... not true, if previous threads on this group, which I've just now been scanning through, are to be believed!!
If as has been said hereabouts the W is just for winter driving in icy conditions, I'm using it in the exact right country - United Arab Emirates :)))))
Can't wait to turn the key on and press the S button :\
Ramapriya