Hello! Not aware about self driven cars. As per me the best route is by train. Jaisalmer express takes you to Jaisalmer from Delhi crossing Jaipur and Jodhpur entroute.
Jaisalmer has to be road trip, drive down the beautiful roads and it will be an amazing experience. I visited there in 2014. Try out zoomcars, carzonrent etc. You will lot of options. These days the security deposit is also less.