I always rent a car when in Vegas and always use Priceline. First I find the lowest rate offered through Orbitz,Expedia or similar website and then go to Priceline and lower the price by several dollars. Usually my offered price gets accepted, if not, I'll try again the following day with the same price.
Last couple of times my rental has been with Alamo. Easy in and out, especially with the kiosk's at rental center, no waiting in line.