I booked the car beforehand using my company's platform. The reviews here made me slightly nervous beforehand but there was no issues at all. The check-in was super fast, stark contrast with the long lines at the other side.
As for some reviews here: you can just choose to not take any extras, make pictures of everything, standard procedure. The car itself was exactly as booked, good enough ride for a good stay. Madeira is a pretty mountainous terrain, so it would be advisable to know how to handle a car before renting one