Generally, your regular Hertz or Avis car rental agent isn't going to deal in exotic cars. You'll need to go directly to an exotic car rental place, like Dream Car Rentals in Las Vegas. Though there is a nationwide Harley-Davidson rental organization, exotic car rentals are usually made through local rental agencies, or even car dealerships.
These dealers treat you well. With your rental, you'll receive perks like free parking, free EZ Pass for toll roads and bridges, free gas, guaranteed perfect detailing in your car, your choice of custom music, road maps, free mileage, and tons of other little perks. Some of them require that you have a membership, while others require some pretty expensive insurance to make certain you return their car safely or have the means to pay for it.
There will probably be other restrictions as well: no driving outside certain generous areas, no using low-octane gas, no driving on unpaved surfaces. The hardest one to follow: you will be bound to drive the speed limit.
Insurance and Liability
You absolutely must have insurance that will pay for any damage to your exotic car rental. Some dealers will sell you temporary coverage that takes care of this requirement, while others require that your personal insurance cover any liability involved with the car.
You may also be required to pay a damage deposit, or leave surety in the form of your credit card number to ensure any damage is promptly addressed.
Other Things to Know
Exotic car rental dealers are picky about who drives the car. If you have additional drivers, they need to know about it.
You can have the car delivered to your front door, usually for a reasonable fee. Imagine being able to give your spouse that kind of surprise!
You should make a reservation in advance, and make it well in advance for more unique vehicles. Many exotic car rental places only have one of the pricier cars, and if someone else reserves it you're going to be out of luck.
If you're younger than 25, there are a number of cars that may not be available to you. Most exotic car rental places won't rent to anyone younger than 21.
Price
If you have to ask, you probably can't afford it. But seriously, prices range from $100 to $2000 per day, depending on what you're interested in getting and where you're located. If you want the car for longer than a day, you can get better rates. Have fun!