When I left to Italy over a year ago, I was incredibly depressed knowing I'd probably never be able to find that quality of gelato ever again in America. I was so wrong.
A few months later, I stumbled into Paciugo on a whim--it's one of those things you pass by on State St. and can easily miss if you're not paying too much attention. But if you do, that's an honest to god tragedy.
Paciugo is, hands down, the most creative "ice cream" place in Madison. They change their flavors regularly, but I'm always excited when they have any Amaretto-based flavors. Their Wedding Cake and Caramel flavors are so rich and taste like you're honestly eating a piece of the finest wedding cake you've ever had in your life.
It's not exactly cheap, but it's not pricey either. You get three flavors in a small and its a decent size as well. I would most definitely pick this over Coldstone, though.