What bennos said. If the savings are significant, go with the HLE. The worst case scenarios are that you'll either have to wait a while for a car to arrive or you'll have to take an undesired car and swap it at another location (likely the airport) if you want something different. Whereas the BEST case scenario of renting at an airport is that you have to schlep to the airport (and likely pay more). Note that if you're within a certain radius of most HLE's, they will also pick you up from home (or hotel or whatever--but not the airport) for free, which is an added bonus. Just call them and ask. I suspect that using the pickup service also makes it more likely that they'll have your car ready since they clearly know you're coming if they're picking you up.
As for the underage fee, if you are 20-24 and put in your correct age when booking and use the "CDP" (Hertz discount code) that's on your AAA card, you shouldn't have a problem. Bring your AAA card with you when you pick up the car. Almost all my rentals use a AAA CDP and I've never been asked for my AAA card, but I always bring it just in case as they could in theory refuse to give you the CDP benefits (including the underage fee waiver) if you don't have your card.