On a recent trip to Madison, we hit up Odana Antiques as well as this place. Both are good - it depends on what you're interested in. Antiques Mall of Madison is large (they advertise as having over 120 dealers) and filled mostly with "collectables". By that I mean lots of old dishes, Packers stuff, old beer steins, etc.
Prices overall were decent - definitely on the reasonable end of the scale. They'll discount your purchase 10% on most things if you pay cash. There's not a lot of "high end" stuff here but that doesn't mean there aren't treasures for those willing to hunt.
Case in point - I scored an amazing, framed editorial cartoon from 1912 depicting a drunken, leering Irishman and a prim suffragette who wonders "if HE can vote, why can't I?" GREAT find!