If you can do all of your running in the first 24 hours, I'd suggest getting the car at the airport and scheduling your return at the Dolphin. The Dolphin desk is often staffed with only one person and if you happen to arrive for a pickup at the wrong time, you could be standing there quite a while. Last time I went to pick up a car I waited 45 minutes. IMO, it's much easier to get a car at MCO.
To drop off the car at the Dolphin, you just leave the vehicle near the valet parking lot. Painless.
And don't forget that you can take 24 hours and still get charged for only one day. If your flight arrives around noon, schedule the drop-off for 11:30am the next morning. Even if you don't feel like running your errands the night you arrive, you can do it the next morning.