As a Hertz #1 club Gold member and an Avis Preferred customer, I wouldn't rent from any other. There's tons of car rental places at either airport. Although I think there's a place down on 59 near the Fountainview exit where you can rent exotic cars like Ferrari and the like.
Whatever you do, don't skimp on the insurance. Tell them you are an insurance adjuster. They usually will give a substantial discount (trust me).
