You did not mention if you have booked Emerald Aisle or Counter as level of service. I will assume EA with a note about the changes if you have booked counter.
EA customers bypass the counter and proceed directly to the garage where on-site car rental companies have their cars. At MCO, there is such a garage on each side of the airport (A and B). From baggage claim, you go up one level, cross the street and enter the garage. National is on the second floor. There is an escalator and an elevator, so take your pick to get there.
Follow the signs to the National section of the garage. All of the aisles are identified by large signs. The first aisle you come to is the EA, followed by Full Size and then Intermediate (I think, I never get past EA and Full Size). As an EA customer, you will have booked either Intermediate or Full Size. Choose any car from the EA. The keys will be in it. Load up and drive to the check out kiosk at the exit. Hand the attendant your drivers license, credit card, Emerald Club membership card, Disney Club card, a printed coupon for the DC discount (you can print one at the DC web site if you do not have it from the mailing), the "hang tag" on the rear view mirror inside the car, and a printed copy of your confirmation from National (you should have received an e-mail message when you booked the reservation; this works fine). The attendant will pull up your reservation on the computer, verify license, credit card, rate info, etc.; hand the various materials back to you, keeping the coupon, and send you on your way. Ask for a road map if you need one (it's handy to have).
Regarding upgrades: with EA, you can take any car from the Aisle, but you are only guaranteed the size car you booked. If you book full size (the rate is usually the same as for intermediate for EC members) and there are no full size on the EA, go over to the adjacent full size aisle and select a car (I did this last time I was at MCO; got a Pontiac Grand Prix with 209 miles on it). There are sometimes one or two vans or SUVs on the aisle (I'm not personally interested in driving either one when on vacation, since there are just two of us, but YMMV) which you can also select from, but such upgrades are not guaranteed.
If you did not specify EA on your rental but did book intermediate or full size, you might call the National EC number and request that your level of service be changed to EA. Verify that the rental rate has not changed.
If you reserved a compact, you will have Counter noted for level of service. If you book something special (a luxury car, van, convertible, SUV), you could have Emerald Choice noted as level of service. For Counter service, you go to the National rental counter (also one level up from baggage claim). There are no special lines for EC members, but they do have all of your information already in their computer, so the process should be pretty quick. They will then direct you to the appropriate aisle in the garage where you again select your car, but now the selection if made from the designated aisle of available cars of that particular class. For Emerald Choice, you bypass the counter and proceed directly to the designated aisle to select a vehicle.
Ask more questions if any of this is still confusing (I confuse myself sometimes!). There are plenty of people here with a lot more experience than me.
Ralph
