I've had 100% success getting a car changed out when the madel I received just wouldn't work. A few years back at MSY, in the compact class, only the Mazda Protoge had a CD player. Time and again I would get stuck with something that was CD-less - which for me was a royal bummer since I was spending a lot of car time between customers. The Gold desk was always receptive to changing cars around, and even provided a Mustang on one occasion since all the other vehicles with CD were out.
Rule of thumb - it's not required that they switch you out, so ask nicely and be willing to work with the counter rep. They will usually be more than gracious in return.
GMF