Not knowing the ML350, I'd say that I'd think the 28i is the most sensible car, with good mileage, decent space yet not sluggish. The 35i is the most fun car, but you pay the price difference twice - once upfront, and again at the pump. The GLK350 seems the most luxurious of the three, but being European myself, Merc = Taxi for me too.
There are other options, including Audi Q3, Mazda CX-7, Infiniti FX and Acura RDX. The Porsche Cayenne and Range Rover Evoque are probably going to be slightly more than your budget.
I'd say take the contenders for a test drive. What's a good car for one person won't be for another. I love hard suspension and mostly rear wheel drive, but I am not representative, and I would not recommend an X1 35i M-Sport to most people.