The Wisconsin State Capitol is one of the most beautiful capitol buildings in the United States. Entry is free, and free tours are given on a schedule.
Devils Lake is breathtakingly beautiful and about a 45 minute car ride from Madison.
Picnic point is a lovely peninsula on Lake Mendota that is perfect for a nice walk in the shade.
The Farmers Market is open on Saturdays from 6:15 AM until 1:45 PM and offers plenty of food, drink, and goods to eat, drink, browse and buy.