Love State Street. Madison is a great, small eclectic town stuck in Wisconsin. Unlike most of the state, it is very liberal and diverse. One of my favorite part of Madison is State Street. This street is mostly closed off to vehicular traffic and has a wide variety of stores. Shopping , dinning, craft. You can pretty much find a ton of things to do on state street. It is also always busy. Count on a ton of pedestrians exploring the wonderful place that is Madison. State Street is a must visit for anybody visiting Madison.