If you are arriving by train, there are no longer any rental car companies based at the station itself. They have all relocated nearby. (between 2-3km). However, if you are booking at least one day in advance, Hertz & Avis will collect you from the station (staff permitting) . You must call them only 1 or 2 hours prior to your arrival, to arrange delivery/collection.
During the online booking process, a map of the location of each supplier is displayed. Also, toward the top right rand side of the website on the search results page you can choose from the drop-down menu SORT BY DISTANCE. Which will shuffle the results into nearest to station.
Taxis are located at Bath Station, and a fare of approximately £10 would be required to reach any of the local hire car suppliers.