Yes, you will want to rent a car for Walla Walla. The valley is a bit isolated, as it's nearly three hours from the nearest major airport, Spokane International Airport. If you can swing it, private charter flights are available to Walla Walla Regional Airport, which is a short ride from the airport to the center of town. The good news is, if you fly out of Washington on Alaska Airlines, you can check a case of wine for free to take home with you.