They actually drop the poor sucker the last few feet?
Yes, via a harness which they then cut as soon as it touches down. Then the vehicle speeds away in the opposite direction and crash lands some distance away
Before Curiosity they landed using a canvas balloon encased contraption that they inflated then dropped from several feet..it would roll to a stop and then it would have to figure out how to open up the petals of the lander properly to get the rover upright. I like the skycrane method better.