That's surprising about the gas thing - I have never had that happen to me, although most of the time that I have spent in the Yucatan has been less touristy places. As well, I tend to make it abundantly clear that I speak fluent Spanish (much to their surprise).
We rented from Thrifty, I believe, @ the airport. They were relatively inexpensive. Additionally, if you have a VISA credit card, check the benefits of the car and/or give them a call up. Many offer rental car insurance through them - you just have to make sure that it will cover a vehicle in Mexico. Mine did. The people at the rental desk, however, will give you a run around about you needing to pay for the damage up front and get reimbursement from your credit card company. I have actually never checked this out with the credit card company, although I wouldn't believe it as it is probably in the Visa terms and agreements with the merchant (which, in this case, would be the rental car company). Something to consider though since rental insurance can be VERY costly.