If you want to see a kid lose his/her head in pure excitement, take them to the madison children's museum (especially if they are between the ages of 1-8). When you walk in, there is a beautiful water activity and then a giant hamster wheel that kids can run in. Every child in the place is running around screaming and laughing and interacting with the exhibits.
I have only been twice and the visits were about a month apart. The cool thing was they had new exhibits and new activities.
There is a stroller check in area, a nursing hut and a cafe. Otherwise the rest of the area is dedicated to cool activities for the kids.
If you haven't been and you have a child between the ages of 1-8 and you are in downtown madison, you should at least stop by. At minimum you should get a tired out kid and at least a nap at the end of the visit.