re: Bring a Sweater or Jacket or Two
The road is grated lava after the Grissom Visitor's Center- it's not really that bad. In good weather, you could do it in a regular car.
But check that your car rental agency will let you take your car on Saddle Road (the road that runs through the saddle between Kea and Loa which is the quickest way between Kona side and Hilo side). Some agencies specifically prohibit it.