I agree with AutoSlash that you should have a valid reason.
Some reaoning i have used in the past with both National and Hertz.
1) only large SUVs (Expeditions, Tahoes, etc) were on the aisle. Most of my time was going to be spent in NYC, and I preferred not to pay the oversized rate in the garages. After my meetings for the day, I'd return to the lot to see if any sedans were available. I always spoke to the staff before leaving with the SUV to make sure this was acceptable.
2) no SUVs were available and I had to pick up individuals with luggage later in the week. I'd take the sedan and return later to see if a SUV was available. again, I always spoke with the staff before leaving with the sedan.
3) wanting a Convertible (Camero ,Mustang) for a portion of a holiday, but needing a sedan/SUV when other guests of the holiday arrived. Again, I'd inform the staff of my intentions and was typically told it would be no problem. On one occurrence, I was told it wouldn't be possible and I took a different vehicle.