Pick up the car and park it at the hotel the first night saves a bit of faffying about.

Otherwise see if the rental company can deliver the car to the hotel. Otherwise you are really looking at a trip back into the terminal from the hotel then back out to the car rental. Or you limit your hotels to those within the airport. Eg Sofitel if arriving at t5,

Most of the car rental places are on the northern edge of the airport not far from the bath road, but they are not really set up for walk ins, its a treck from any bath road hotel with your bags.