We used Dollar car rental everywhere but Kona, where it was more convenient to rent from Budget, and Hilo,where there was not much time to do anything else but our helicopter trip.
make your reservation, and bring your cell phone. Call the office you are renting from to send the van to the pier. Make a note that the last shuttle from the agency to the pier is at 4pm, so you'll have to have it turned in, and be waiting for the shuttle by then.
You're making the right choice, this is the best way to see the islands