We used Costco the last few times and they were quite a bit cheaper. Also if you use Expedia and do Flight/Hotel/Car from them, you can get some ridiculous deals.
Also if you need more than a compact/economy car, just book a compact and upgrade when you arrive - it will be way cheaper than pre-booking it. When I was in SanDiego, we went from an economy car to a Corvette for $150 for a week, but I think the lady working there was trying to do us a favor.