There is an an
Alamo/National location at the Car Care Centre which seems to be one of the more popular on site locations and has the best hours and a pickup service. There are a few other locations onsite, Dolphin, Buena Vista Palace, Hilton, DoubleTree, Wyndham and Shades of Green.
The airport locations will generally have the best rates due to high competition and huge volumes, however, the airport rentals also have the highest fees tacked on. A rental from CCC will usually have a higher daily/weekly rate than a rental from MCO but you will want to compare the final price after all taxes and fees to see which is the best price overall. The MCO rental will usually be this total best price, but not always.
We personally don't use DME anymore and always rent a car. Coming from western Canada, our flights typically arrive in the late afternoon or early evening so I have no patience to wait for the DME bus to arrive/load, then stop at all the other resorts before arriving at ours (we always seem to be the last group on the bus at the end of the run). Then our luggage doesn't show up until very late (fastest it ever arrived was almost 4 hours after arriving at our resort)
We just rent at MCO, pick an offsite restaurant for supper and do a quick grocery/beverage stop at Target/
Walmart and then off to the resort to rest up for the next mornings rope drop. We love Alamo and National for ease of by-passing the counter and getting our vacation started fast.
If you are renting a vehicle anyway, then I would just rent from MCO and start your vacation.
Picking up your own luggage may be a little inconvenient but really all you will do is grab your luggage from the carousel when it comes up and walk to the rental counters, then across the street to the garage to pick up your vehicle. If you book with Alamo, do the On-Line Check-in before you leave home and print the paperwork. After you collect your luggage just proceed to the parking garage to pick a vehicle from the aisle/size that you reserved. Load up and drive to the exit (keys are in the vehicle). The attendant will scan you out and your vacation is underway!