The Wisconsin State Capitol is a great place to visit in Downtown Madison. I'd highly recommend it! There is so much to do at the State Capitol! If you go up towards the top of the State Capitol, you can walk out onto the Observation Deck and get a great view of Madison. You'll get an awesome view of Lake Mendota and Lake Monona as well as seeing a lot of the buildings. Definitely check out the Wisconsin State Capitol! It's worth the visit!