I start my rental car hunt about 4 months before I travel. As soon as I see a rate I can live with, I book it. That way, I have something. I continue tracking rates, right up until the day before I travel. I usually can find something lower, closer to my trip.
I do everything online and print it all out.
Agree with G4T's suggestion above. That's exactly what we did before moving to Orlando earlier this year. Its a good strategy that can only work in your favor.