We always rent a smaller car since we find the ease of having our own wheels a good thing. If you are staying onsite, and want to leave, there aren't a lot of options. I think the most direct method is a taxi. They are around the Disney area, and front desk could get one quickly. Not cheap, though. There are car services mentioned on these boards (try Transportation), that people really love, and they will stop at a grocery store if you want.