There tend to be both local and international rental agencies. I've only used agencies I know like Hertz, Budget, National, Avis. They tend to be in larger towns like Chihuahua that have airports. I've found that you can get much better rates booking online from the US than local and real value to weekly or monthly.
There are two things. 1st is insurance that is only bought locally and costs at least as much if not double the car rate. Since my US car insurance won't cover, I called all my credit card companies to understand coverage. I found that one of my cards covered everything, including collision and liability. I went on line and printed that out in multiple copies so that I could give one to the rental agency when I rejected the insurance. This caused the 2nd which is that before you drive off, you and everyone with you needs to go over the car for every dent, scrach outside and rip or patch inside. Also make sure both side view mirrors are working and not temporarily attached. Look at the tires for excess wear and make sure you have both a spare and a jack. Finally, verify the gas level. Make sure everything is documented and that you get a copy. The other thing is that you will have to sign two credit card slips. The second is for damage as they will bill your credit card and you will need get it cleared.