First, call and check prices by phone. Then, go online and compare. You'll be amazed at the difference. I typically find it's cheaper to book online, because the travel industry is trying to encourage customers to spend money without ever speaking to a human.
Finally, when you get to your destination, walk into the rental office and ask about rates without saying you already have a reservation. Often, customers get a better deal on the spot. If not, or if all the cars are taken, then reveal that you already have a reservation.
And if you do end up getting a better deal in person, don't worry. Most rental car companies don't charge for no shows....
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