I may be biased because I have to fly out of MSN, but I really think this is hands-down the best airport to fly out of. And I have been in a lot of airports. Of course it benefits from the fact that there isn't a lot of traffic out of this airport, but still...
The restaurants and shops (if you're into that) have a real classic Wisconsin vibe to them (think beer, brats and cheese). Somehow the TSA staff here are the friendliest I've ever experienced, and the airline staff (I only know United) are also great people.
Parking is pretty reasonable, but can be tough to find a covered spot sometimes (#firstworldproblems).
Only minor "complaint" is that sometimes the check-in areas are understaffed and it can be a longer-than-expected wait to check in if you have luggage. But that's an issue for the airlines, but the airport.