Guidance on landing in Alberta

[ihavepr]

I live in New York and am planning to do my landing in Alberta in the new yr week. I plan to return to US for few more months before permanently settling there
 I plan to fly to Montana and enter by road using a rental car. I want to reenter using AVR rule and hence think its safer to try being on a US rental car and also be more flexible about leaving Canada border.

Which city in Mt or Dakota should I get my rental car?
Are rental cars are allowed to be driven into Canada (seem an obvious yes, but still want to be sure about places near the border)?