I love how the State Capitol is right in the heart of Downtown Madison, so you can stop by during/after the huge Farmer's Market on Saturdays, or after a nice dinner since the building is awesome to see when it's lit up at night (http://www.yelp.com/user_local_photos?select=BtL62k06bGZgkmRIQ99Ybg&userid=76vIFZcC7owykCBjMfGVXg). I'd highly recommend taking the time to walk by here if you're in downtown Madison. Parking can be challenging, but there is a good amount of street parking available in addition to lots.