I've used http://prophotorental.com/ good section of equipment and service, there prices are far cheaper that want I have hear/read of the NYC & other big city walkup rental shops, but they are not the cheapest on the net
This is Jared from Pro Photo Rental. Please let me know if you have any questions. I'll be happy to help!
Jeff listed some other good options for online places to rent. They are all good companies with honest people behind them. (I can't speak for Penn camera or Calumet, as I've never met anyone from them, but I'm sure they're fine.)