I don't think you could go wrong with either the Black or White. I would probably go Black because I think that there are going to be a bunch of the White ones on the street in fairly short order and because any MB in Black always looks awesome.
Eric brings up a very good point about the Night Package. Any CLA45 with the 19 inch Black wheels is going to pretty much require the Night Package, no matter what exterior color. Having Black wheels with the silver front air dam and silver side skirt insert accents is going to look strange. Just my opinion and preferences.