I've never rented outside of the airport, but for many years I did check off site pricing. Must be my timing, but in checking for approximately 15-20 trips, I never once found a better price. Taxes may have been less, but the total price was not. I finally stopped checking at all. I've had very good luck with third party rental offers. The best pricing is usually at someone like Payless or E-Z, but I've had no service problems.
Good Luck!
Ric at Joes