Having worked for a large rental company in the past, make sure you understand the insurances. I only purchase the damage waiver, never the the Personal Acident Insurance or anything else. The damage waiver means that if you return the car with any damage, you walk away free. If you don't take it, they collect your deductible on the spot and place a claim with your insurance company.
Find out what kind of coverage you have on a rental car from your insurance company. Make sure any damage that is already on the car at the time of rental, if any, is noted on your rental contract so that you are not held responsible. Understand the gas policy.
I have also found the COSTCO discounts were the cheapest way for me to go. Might be the same as BJ's, but I am not a member there. The difference in the COSTCO price more than paid for my membership.
Good Luck!