I hit up Madisons every time I visit my hometown (I'm now in Chicago). This spot is a great reprieve from the college vibe of State St. Don't get me wrong, I like getting banged up as much as the next person, but if you're past 25 the downtown scene in Madison is, well, lacking. Madisons is one of the few great spots downtown that helps to fill this void.
The drink selection is awesome and the food is great. Servers are very kind and the bar staff definitely know how to mix a drink. There's a plethora of TVs if you're looking to catch a game, but at the same time you're not in a sports bar.
The location - right off the square - is prime. There's a parking garage across the street and I've left my car there overnight a slew of times with no trouble the next day.