All of the major rental companies except Thrifty and Alamo are easily walkable and much faster than taking the shuttle. It is literally right across the road and a bit to the east. There is an underground walkway as a PP said for the nearer companies, such as Budget or walk along parallel the terminal and cross the road near the end for National. I even walk to Thrifty as I never have luggage. It is a bit of a hike to them and Alamo but kind of nice after the plane ride.

Check out this thread for discussion: https://www.flyertalk.com/forum/alas...e-closest.html