I have mixed feelings about Sundance. Accommodation-wise, it's a great theatre. The seats are super-cushy; if you want coffee, beer, or a cocktail with your movie, it's available; there are generally fewer noisy children than at other theatre screenings. But you *pay* for those niceties.
They also used to screen a number of more independent/arthouse films, and have tended towards more mainstream fare over the years. I don't know if this is a financial decision based on market demands, but it makes me sad because there aren't many other places that can bring the smaller, indie films to a market the size of Madison's (and I'm not able to travel to Chicago that often.)