I agree with Chani.
I went with a friend, and we rented from Hertz in central Palermo. It was not hard to get from there to either the highway, or to the road that we took to Monreale.
The next year, my friend went back and rented from a different company near the Palermo train station (I believe it was Europcar). He said it was not difficult to get from that location to the highway, either.
It is difficult to drive in the very oldest part of Palermo. Even our B&B hosts found it a bit daunting! But, you never need to do this from the car rental locations, as long as you're headed straight out of town.
In terms of who to rent from, my friend and I used Kemwel both times. They are a broker that works with multiple car rental companies. They had the best deal for a car with a zero deductible insurance coverage, which was very important to us. In addition to Kemwel, look at AutoEurope and Gemut, as well as the rental agencies themselves. That's the only way to find the best deal for you.