My experience in Melbourne just last month.
I checked online first, there are quite a few of them in the city, i found about 4-5.
I would only need car 5 days later, thus i check the availability of the car online first.
Please note that you cant choose the cars, you can only choose by category, for example, Honda Accord (Large Sedan) or similar. So you might get a Toyota Camry instead.
Walked around the city and decided to pop in a few of the rental, since it is along my city sightseeing. Online price for most website for the car i wanted (Large Sedan) cost about 160 AUD after all taxes and misc fees. But going to the shop, i can ask specifically what are the cars available and i booked at 145 AUD instead.
Did saved a little, but i am not sure if other cities have the same rules. Always go for bigger company, unless your local buddy tell you it is reliable. Know the price, do your homework!