Poughkeepsie is about as "rural" (read: cheap) as you can get, yet have a chance of finding rental cars, probably Enterprise. You'd be able to take Metro-North ( http://as0.mta.nyc.ny.us/mnr/schedules/sched_form.cfm ) to get there.

I often find the best car rental deals at airports. Even tho it would be out of your way, look at prices for a rental out of Newark. Usually LGA or JFK remain pricey. Albany (reachable by Amtrak) doesn't seem to have deals very often, but regular prices are often lower than those NYC area hotels.

If you want cheap transportation to Albany from NYC, try www.albanybus.com , one of the "chinatown bus" services.

There's an airport in Newburgh called Stewart that has several rental car places. Evidently you can take metro north to Beacon (a lovely place with a great art center, DIA) and hop a shuttle bus from Beacon to the airport. Here's info

http://www.stewartintlairport.com/groundtrans.html

Much closer to NYC than any of the previously mentioned cities and towns is Croton, where Enterprise has an office not too far from the train station. You might check with them and other car rental companies to see who has facilities near any of the stations along the Metro North Hudson line.

Both Hertz and Avis have rental locations in POK, but they are in a business park on Rt 9, not really near the train station. You could cab it from the train to the office, but i suspect there are better options. Enterprise could pick you up at the train - but I don't know offhand which office is closest to the station.

I would not get off in Beacon and bus it to Stewart - you'll waste a bunch of time.

When are you going? I'll do a little local research and get back to you about POK or New Hamburg station for rental car.

Howard also has good advice to check Croton, which is a major hub for metro north.

I can look into this / ask around tomorrow or Sat, but won't be able to tonight.

I know a bunch of people who live in NY and when they head north for business or pleaseure they rent IN NYC then drive out of town. That might actually be your best option, considering the wasted time getting from train to rental car, etc. any where along metro north hudson line.

Here's a promotion between Metro North and Hertz and it gives stations you can use.

http://www.mta.nyc.ny.us/mnr/html/getaways/outbound_hertz.htm

I agree though, you should compare the prices and options to just renting from Manhattan.

If you are going to use Hertz POK location, be aware that they have city office hours, Mo-Fr 0700-1800, Sa-Su 0800-1600. After hours drop off is ok, but not pickup.