NOTOS is the best New Orleans food in Madison. A little pricey, but you get what you pay for and the portions are huge. They have daily specials if you are looking to save money.
I personally like the blackened catfish, double sausage and beans, or shrimp etouffee with extra sauce.
A warning, if they say it is spicy, it is spicy. This is NOT a midwestern food restaurant, if that's your thing there is a chilis on the west side.