If you're driving 39 and don't stop at a cheese chalet/house/inn, are you really even living? I apparently was not, until my last trip to Madison.
I'm from Cincinnati and travel to Madison a couple times a year to see family. Every time I've seen the HUGE cow from the highway but haven't stopped. We had already blown through a bag of curds from somewhere else so we stopped into the Chalet for a refill.
This place is AWESOME! Probably one of my top 20 favorite places ever. You walk into a cheese paradise. The shop is not large but it is hearty. Cases of cheese are waiting to be cut. Shelves of jams, spreads, fudge, meats and those of the sort are waiting to be purchased.
If you're looking for touristy items such as post cards, shot glasses, magnets, foam CHEESE HEADS, then you've found your place. It is easy to spend $$$ here.
I recommend the beer cheese curds. They contain wheat so a no go for GF folks but boy are they good. I plan on making a stop here every time I'm back in WI, the fudge is calling my name from afar.