Upvote:3
It looks like there are lots of retails stores where you can get EZ Pass On-The-Go. https://www.e-zpassny.com/en/onthego/locations.shtml. If one of those retailers (7-11, etc.) are in the airport they may have them there. Unfortunately I don't have any first-hand knowledge of being able to obtain one at the airport.
Otherwise, it appears that you can get them an MTA cash lanes at some bridges and tunnels as well. So if you're going through / over one of those, skip EZpass at the rental agency, and ask for one in the cash lane.