I'm normally fairly neutral on whether or not to drive in Germany, but Munich is the worst city in Germany for driving. Parking is very scarce, and unless you go with a high-end hotel, most lodgings don't offer it. Also, the outer ring and the roads that feed into Munich are undergoing a massive re-alignment right now, so usually bad traffic conditions are now even worse. And you can't even rely on a GPS to help you navigate, because many of the on and off ramps have changed.
Do yourself a favor, just rely on the Sbahn system. It will take you almost anywhere you might want to go.
But to answer your question... there's rental car agencies located in the Munich Hauptbahnhof, and plenty at the airport. The offices are located in the station building proper, and the drop-off/pick up point is in a large garage next door.