The exhaust note is one of the car's signature draws. The most-cited easy mod is removing the US-market charcoal air filters and fitting high-flow filters (aFe, Weistec, BMC) for a bit more sound and power while staying visually stock; commenters note these high-flow filters were actually factory equipment on non-US CLK63 BS cars.
Exhaust note and the high-flow air-filter mod
Mercedes-Benz CLK63 AMG Black Series (C209) · driving