Rent the U-Haul from the U-Haul website (you'll be able to get the promotions, cheaper rate) and come pick it up from this authorized dealer (not an actual U-Haul shop). They still do sell some boxes, but if you're looking for large quantity boxes or the buy 10 in a pack deal go to an actual U-Haul shop.
They were very quick to get me in and out the door. Make sure you double check the mileage before you go and note any scratches/dents in the car. I rented the large van for 5 hours, drove it from 30 miles round trip and ended up with a $50 bill. So much cheaper than hiring a moving company!
If you don't fill up the gas tank before bringing it back you'll be hit with a $30 fine.