I've had the pleasure of visiting The Brink about 4-5 times in the last couple months. They always have decent entertainment, never too crowded, great cocktails, and good atmosphere. The Brink is the kind of place where you can always find a cozy spot to sit and you can carry on a conversation.
Some of my favorite offerings include specialty martinis for $5, a decent draft beer selection, and some pretty decent pizza.
Check out Thursdays for free jazz! The Madison Jazz Orchestra plays there once a month and they're phenomenal.