Used search function, but without success. Bought E class that has locking lug nuts, but without key. Wondering how many different kinds there are, and can you buy just key? How I could find out which key I would need?
Lock lug nut I have is on attached picture.

Your dealer should be able to determine the correct key to get. I had the same problem with my GTI: a tire installer lost it, and I didn't notice it until I had the car serviced, and they couldn't find it. VW was able to determine the proper key and order it for about $15 (probably $75 on the MB). There are too many with small differences to guess at it.