My brother and I did a weekend in Wisconsin (GO BADGERS!!!), and after the game, we went over to Buffalo Wild Wings. As we were driving around Wisconsin, we saw lots of these "frozen custard" places. Frozen custard is actually a regional thing, and you can't find it anywhere in California, New York, and some of the other places I frequent. So I was very interested to try it!
First off, they give you a LOT of it. I got a cone, and I ate the whole cone, and... I pretty much felt like a huge glutton. This is by no means a complaint - just something to take note of.
As for the taste and texture, I found it to be somewhat like frozen yogurt, but perhaps a bit more "eggy."
I enjoyed my frozen custard, and next time I'm in the area, I may go back for more!