Asian Midway was one of the first Asian grocery stores that I visited when I first moved out here to Madison, and it's honestly got a little bit of everything. It's located downtown near the UW-Madison campus but it's a bit of walk. Luckily, there's a parking lot and relatively easy to turn in from both directions since it's in the corner street.
I do agree with others that there is a bit of a strange odor, but that could be because it's an enclosed store without good ventilation. Perhaps it's also a little cramped too, since they do pack a good mix of Asian and American groceries. It's perfect for picking up some snacks and snacks. During my last visit here, I grabbed some seaweed, shrimp chips and Aloe drinks.
There's also a wide variety of fish balls for hot pot in a fridge by the back corner that I've previously gotten. Along with fresh vegetables by the left side of the store. Since the cashier is right by the one and only exit and entrance, its convenient to gather everything you've got around the store and then head on out to check out.