Just to note: Mercury is incredibly hard to get to, and it's almost impossible to maintain a stable long-term orbit there, at least in terms of our fuel technology. Forget Lagrange points, even just orbiting it is hard. http://en.wikipedia.org/wiki/Exploration_of_Mercury

The U.S. has a probe on the way: http://www.nasa.gov/mission_pages/messenger/main/index.html