If you are renting from National/Hertz/Avis, no action required to drive to Canada. Only advise I would give is to get a printed contract (eg Hertz just sends an email for #1 members) just in case CBSA/CBP asks about vehicle (or getting pulled over on the road). They normally don't ask unless you get pulled into secondary and/or state of rental plates don't match your home state (eg they inquire where you live; you reply CT but your rental has FL plates).