In this context, it would be better to say, I prefer A to B. So, I prefer driving my own car to having someone else drive.

However, you can say something like, I prefer driving my car rather than having someone else drive me. Than doesn't generally get left by itself, and it's possible for it to be misunderstood as a misspelling of 'then', which changes what you're trying to say:

I prefer driving my car, then having someone else drive me. It's somewhat similar, but it's actually setting an order of preference, rather than choosing which one you actually want.

You could also say something like, I prefer driving my car over having someone else drive me.

So, there's some versatility there to accomplish more or less the same thing, it just might require adding a word in some cases.