Yes, a rental car would be handy if you want go into Windhoek as the airport is pretty distant (~40km), and the city is not compact either. Be aware that Windhoek is not a very compelling destination relative to the rest of the country. We encountered physical threats in the city during a short visit, and in a separate incident, this was followed by deliberate damage to our South African plated rental car as a pretext to steal our belongings while the car was disabled (tire puncture spikes were thrown on the road in front of us as we left the city). The country is beautiful and we met a lot of wonderful people, but I would be very cautious about keeping up your guard.