How long will you be renting? If it's for less than a week, you'll probably do best with a major rental company, such as Alamo, Avis, Budget, Dollar, Enterprise, Hertz, National or Thrifty. For rentals of a week or longer, you may get better rates from local companies, particularly auto dealers. Remember, however, to be wary of local companies if you plan to drive a lot; if you break down or get into an accident, they usually lack the support services of the majors. 
To lower your rate, ask about discounts for any major national organizations, frequent flier programs and credit card programs to which you may belong. They'll frequently offer deals on car rentals. Those offered through AAA can be very good. If you're employed by a company that frequently rents cars, they may have a negotiated rate. Make sure to check.
Familiarize yourself with the workings of the car before you leave the lot. Check which side your gas tank is on, and learn how to use the headlights, windshield wipers and turn signal. It may seem obvious, but you'll also want to memorize the make, model and color of your car -- that way you won't lose it the first time you park in a busy lot! For more tips, see The First 10 Minutes of Your Car Rental.