I would suggest renting a car because a) Car rentals are pretty cheap in Thessaloniki and b) all of the major spots you want to visit (like Pella, Vergina, Dion etc) are well documented in any GPS software.

Try paying more attention to the GPS than the road signs, that works better for me specially during construction works (they tend to forget to place temporary signs...)

Be sure to arrange for a car over the internet as the airport prices are higher than the those online

I hope you have a fantastic time.

P.S. If you visit Halkidiki, keep in mind that the northern you go the better the beaches (as least for me). Also try spending a Friday/Saturday night in the city. Thessaloniki can be really nice and fun to walk around.