I've heard some horror stories about car rental companies in Cabo trying to charge extra for insurance, and if you decide not to go with insurance, they put a charge of $4,000 on your credit card, only to deduct it if you bring the car back in the same condition.
Thrifty, Payless, and Dollar currently have the cheapest rates. Do you have a recommendation on which one to choose if I rent the car at the airport?