MSN is a decent airport.
The positives:
Parking is easy and reasonably priced, you can walk from the parking garage to the terminal and don't have to wait on a shuttle.
If you have TSA Pre-check you will pretty much never have to wait in line at security. Very quick to get in and get to your gate since the airport is so small.
The Metcalfe's market has some good food/snack options
The negatives:
The airport is very small and not much to offer for restaurants and shops.
They pretty much only offer direct flights to major hubs so unless you are going to one of those, you will have a connection (I know this is more a reflection of airlines and not the airport itself, but just something to keep in mind).
Again not the fault of the airport, but the ticket prices to fly out of Madison are incredibly high.