Rear wheel drive. Some models on that platform were also offered in four wheel drive configuration, although I don't believe the S500 was one of them (don't quote me on that, though, as I'm no expert on Mercedes cars).
The 2002 Mercedes-Benz E-Class has rear wheel drive.
The 2002 Mercedes-Benz M-Class has all wheel drive.
The 2002 Mercedes-Benz G-Class has four wheel drive.
The 2002 Mercedes-Benz SL-Class has rear wheel drive.
The 2002 Mercedes-Benz S-Class has rear wheel drive.
The 2002 Mercedes-Benz CL-Class has rear wheel drive.
The 2002 Mercedes-Benz SLK-Class has rear wheel drive.
The 2002 Mercedes-Benz C-Class has rear wheel drive.
The 2002 Buick Regal has front wheel drive.
The 2002 Nissan Quest has front wheel drive.
The 2002 Ford Escape has front wheel drive.
The 2002 Hyundai Accent has front wheel drive.