If I were in your shoes I would change the pick up location from Europcar Airport to Europcar on Via Borgo Ognissanti. You can walk to it from the station, it's a 10 min walk. Call AutoEurope toll free number and make the change. You might even save money since picking up at the airport costs I think about €40 more a week.
Your return location should be either the airport, or (if you want to save a bit of taxi fare), at Europcar on Via Forlanini, which is located between the airport and downtown (I generally use that office), I wouldn't return it on Borgo Ognissanti as there is a high chance you will get lost and get a ticket in the ZTL. You won't however get a ticket on the way out from via Borgo Ognissanti (it's impossible) as the ZTL cameras are on the entry points not at the exit points. Returning at Borgo Ognissanti however would be good because you can also walk from there to via Strozzi. If you do return it at Borgo Ognissanti, make sure that Europcar enters your license plate in the City website so you don't get a ticket.
The best transportation options from/to the above locations is, in my opinion, a taxi. The fare from/to the airport to anywhere to the city center is €20 plus €1 per bag (there is a surcharge at night and Sunday).
From via Forlanini to the city center (via strozzi) is a little less than from the airport since it's half way along the way. There is also the bus, but not sure if you have bulky luggage. The bus "volainbus" from/to the airport is I think €6 pp. The regular city bus is €1.50. From via Forlanini to the city center you would take the no. 22.
Change your pick up to Borgo Ognissanti. Return at via Forlanini (or the airport, a bit farther out).