Day 1 - "Arrive in 'Hell'"
Obviously, taking a ferry from Osaka to Kyushu - in this case, Beppu - is optional. But, man oh man, was that the coolest experience or what? We LOVED it. I recommend a Japanese ferry to anyone.
When in Beppu, the thing to do is the Hell's tour. You can buy an entrance to each hell (jigoku) individually or buy a package to visit each. Don't forget to get stamps along the way. Bus, drive, walk to all.
I rented from Nissan, which is by the ferry terminal. There is National Car Rental (and others) near the airport if need be. When we left Kyushu, we took a bus from Beppu to the airport. Took about an hour but was quite easy (as long as you get the timing down of then it picks up).