I have rented from Avis there before, but not since 2010. It was a short walk across the street from the terminal, and not difficult to reach or deal with. I can't speak to other rental companies.
Madthemouse has the most important point; they drive on the left side of the road there. Grand Cayman is the only place I have ever driven on the left side, and that was only on roads I was already familiar with because I had traveled on them previously multiple times as a passenger, which made it easier. I just kept thinking "right is left, right is left..."
Also they have many roundabouts (aka traffic circles) there. Yield to traffic already in the circle is the general rule.