Last year when we went, we took Magical Express to our hotel, hopped the resort bus to DTD and walked to one of the hotels and rented from
Budget, can't remember the hotel, but it was about a 1/2 mile walk from the DTD busstop. Took it back the day before we flew home and took the resort (the non-Disney hotel with the Budget office) to MGM and then relied on the Disney buses for the rest of the day, and hopped Magical Express back to the airport the next morning.
We saved about $50 renting off-airport and it wasn't too much of a hassle, but I'm not sure I'd do it again, if you can rent from a place in the airport and not one of the ones that shuttle you to their lot, I think you're better of renting at the airport. If you have to shuttle to the rental lot, then be prepared.
We rented from
Alamo once like that, and our plane arrived at 12:30 am...we took the shuttle to the Alamo lot, by the time we got a car and arrived at our hotel, it was 3:15am.
When we've rented at the airport counter, I've never even had to wait.