oneof2...how far are you moving? I got a U-haul rate of appx $700 also, for me moving from Sacramento to Eugene, Oregon. It's only around a seven hour drive, but I think they jack up the prices for one-way moves.
There's another thread somewhere on LSD about moving. Someone mentioned that Budget and Penske might match prices. They also mentioned trying ABF or Door To Door type movers, where you pack it up, and they carry your stuff to your new location.