Tires can make a difference in ride quality. It depends on what brand of
tires you got on now. MB usually gives you Continental or Michelin. I find
Michelin to be rough as sidewall is pretty stiff.

You got a 225/45R17 wheel... which is pretty low profile tire. In NYC, this
tire is ROUGH. Changing to different brand can make alot of difference. From
my experience, Continental is the softest, Dunlop is next, Avon,
Bridgestone... anything past this gets stiffer and rougher. I'd probably go
with Nokian WR as it is all season and outstanding snow traction.

TireRack.com has excellent customer feedbacks on ride quality along with
other things so you can compare before you buy.

There is another option... go down one size to 205/55R16 but that would
required you to buy new set of wheels... new or takeoff from new cars...
Call the dealer to see if they can help you out or try ebay as people are
dumping their stock wheels for lower profiles like yours.This will fit if
you do have clearance... I think you can. By going this size... would be a
major improvement in ride quality in NYC. I would still buy Nokian WR tires.

Shocks and suspension change would not yield any better ride. Don't change
anything here.