Siena, Tuscany and a rental car.

Rental car offices are in Florence (both city locations and airport) and also in Siena.
Where to return the car, in my opinion, should depend on where you are going next. If you plan to go to Florence afterwards, then it makes sense to drive to Florence and return the car there. If you are going to Rome, then it makes sense to drive to Rome and return it in Rome, although there is also Chiusi, along the way, that has rental car offices.

Thank you.

Joe,
We are going to Sienna for 4 days in April and I just rented our car on line through Hertz, it's just across from the train station. We are only keeping for 1 day to visit 2 hill towns in Tuscany so I can't personally advise drop off advice. We did purchase the GPS and when we pick up the car we will purchase the zero deductible insurance.
Happy Travels.

Europcar is 3 miles from the Siena train station
Avis-Budget is about 1 km from the Siena station (closer to the city center).
Hertz is less than 1/2 mile from the Siena train station.

You can use a consolidator for better pricing with the above companies:
www.autoeurope.com
www.kemwel.com
(both part of the same corporate group).
I think they work only on 3 day rental and longer. So if you need it only for a day, you might be better off with the rental company directly.

I sent this to the OP as a private message, but decided to post, too:

I stayed at Agriturismo Marciano (http://www.agriturismomarciano.it/) without a car. The agriturismo is a short taxi ride form the Siena train station and produces organic wines and olive oils. It is a fabulous place to stay. One of the owners gives a talk most nights about the agriturismo and its process for making wine. There are optional 5-course dinners at night with other guests (from around the world) at a large table in the kitchen. These dinners are well worth the cost (about 35€/person, as I recall). The food was easily the best we had during a 3-week trek through Italy, and each course was paired with one of the agriturismo's wines. To get around, we used Tours Around Tuscany (http://www.toursaroundtuscany.com/), which is owned by the very professional Gianni. The company's motto is, "We won't bring you everywhere," meaning the guides aren't going to race from place to place to cram all of Tuscany into a one-day visit. My travel companion and I LOVED the 2 well-paced days we spent with guides from this company -- one day with Gianni and another with one of his employed guides. The tours were pricey, but it's hard to beat spending a day or two with locals who are proudly showing off what is cool about their area of the world; the efficiency they brought to our sightseeing was also brilliant because we didn't have to figure out routes, maps/GPS, parking, etc. I highly, highly recommend both the agriturismo and the guide company.

Thank you so much. Great info.
Thanks to Dave especially. That is the exact place we are looking to stay.
If there is more info you are willing to share Dave I would be truly grateful.
Joe

Joe, with regards to your plans to rent a car for the day and drivebto visit a few hill towns outside Florence, which towns have you chosen? We are planning to do the very same thing in September. We are trying to decide the best towns to visit and drives to take.

Actually I guess that last question goes to heidifehr....

Hey, Joe. I'm not sure what info you want, but I'll try to give more. My friend and I arrived at the Sienna train station from Orvieto. There is a cab stand right outside the train station, and it was about a 10-minute ride to the agriturismo. The fare was very reasonable. The landscape is fairly city-like until right before arriving at the agriturismo, when it becomes bucolic Tuscany. The old farmhouse is gorgeous and is surrounded by fields of grape vines. We were welcomed with a glass of wine. There are around 6 or 7 rooms that are comfortably outfitted, but there is no air-conditioning. There is a comfortable sitting area in the common area, and the rustic kitchen (that looks exactly like you would expect a Tuscan kitchen to look) has a large, long table that is used for dinners and breakfast. We met fellow travelers from the US, a family from Germany, a couple from Poland, and others. It was particularly interesting to talk with the couple from Poland about their perceptions of world politics as we were there shortly after Russia rolled into Crimea. The conversations with other travelers was almost as good as the food. I've spoken of the wonderful dinners; breakfast was also quite good. The wife (I don't recall her name) called a cab for us the morning we wanted to go to Siena; catching a cab back was easy as their are a couple of cab stands in/near the historical center of Siena. Those cab rides were also short and reasonably-priced.

What else would you like to know?

Dave, thank you so much. That information is very helpful for us to make our decision as to where to stay.
I have been to Siena before but we stayed in Florence and took the bus in. We want to stay where a car will be
useful to drive to other towns but also be able to taxi into Siena. Thank you again. Joe