I can't see any advantage in travelling out of Chicago to rent a car unless you found a huge price difference. I would recommend booking in advance using an on-line company as you often get the best deals for European travellers that way. Compare prices at different locations etc to find the best deals. We have used rentalcars.com a couple of times as they usually offer among the best deals and it's always worked out well. Don't forget to check that the price includes any one way drop off fee's and that there are no hidden extra's.