For the past few years, when shooting large events in indoor spaces (such as the 2010 Priesthood Ordination Mass), I've rented camera bodies and lenses from BorrowLenses.com, a great online rental store, with pretty much any lens or camera body you'd ever want to use (especially if you're like me and could never justify the cost of purchase!). I highly recommend BorrowLenses (though I have also used and liked LensRentals.com and RentGlass.com).
This year, however, I decided to look into whether it might be more advantageous to use a local camera shop. I found that both Schiller's and Creve Coeur Camera offer camera and lens rentals, but both have more limited selections. However, the lens and camera body I need are usually available at Schiller's, I don't have to pay shipping (pick-up only, but the store is nearby), and I can pay a one-day rental rate for a weekend (most of the events I use the cameras for are on Saturdays).