Depends on what you want. At OKW, you are a short boat ride from DTD. You will find many different car rental companies in the various DTD resorts. For instance, Budget is located at the Doubletree. You can arrange for them to pick you up, or you can get yourself to their office.
You can rent from Alamo/National right at the Dolphin..nice if you are planning on being in Epcot the day you want to rent a car..just walk over and get your car.
Or Alamo/National from the Car Care Center down by MK...you can prearrange a shuttle to their office and back to your resort/park when you return the car.