The first place I check is Costco Travel. They always seem to have the most competitive rates. If you don't have a Costco membership depending on rates your savings may be worth half of what a membership costs so worth looking into.
Another option is to use a search engine to get an idea of what car rental places have the best rate for your location. You can then go direct to the car rental site as well. I often search engine to search for promo codes. I also recommend signing up for rental car companies rewards program since it is free and they might email discount codes. I recently signed up for one and they sent me $20 off a weekly rental. I have seen some rates direct through the rental car company just as low as Costco. Don't forget that having AAA membership can save you money as well.
If you see a deal you like book it. If booking through Costco or the car company direct you can usually cancel at anytime.
Once you have your car booked, I am now using a site my friend Nate told me about;
AutoSlash.com (CLICK HERE).
You can also book rentals from this site. Most importantly you can put in all your care rental information (company, confirmation code, etc) Auto Slash will track and email you anytime they find a lower rate for you.
Don't forget that if you have a good credit card or travel rewards card, the car insurance will be covered. Most peoples car insurance should cover them but always double check.