So deal direct with the local rental companies, not third parties or franchises of the big chains. And ask about full insurance when you book. If you're talking (by phone or email) to someone who isn't in the location you're going to, you're dealing with the wrong company.
I've been very happy with Easyway in the Yucatan (Cancun) and Fox in Baja (LaPaz). They can tell me a price with full insurance when I book, so I know exactly what I'm going to pay (in dollars) when I get there. (A compact car with full insurance should run about U$40/day currently in Mexico.)