Oh, Taters, you must absolutely go to House on the Rock if you can. Taliesin has gotten really expensive since the third time it caught on fire. HOTR is open March 15-May 28 from 9-5 and later during the summer.
The Cave of the Mounds is pretty neat, if you like cave tours. It’s ginormous, smells fascinating and there’s a crapload of stalagmites and stalagtites. Okay, admittedly, the fascinating smell is more of a “mysterious basement” one than a “mystery of the ages” one, but, for me, it’s a smell that makes me want to know more.
Prairie du Chien has got a bunch of antique shops, like most other Mississippi River towns in Wisconsin. If you like antiquing, go for it. If you don’t, stay far away, because that’s really the only thing there. It’s about the same distance from Ft. McCoy as Madison.
Circus World Museum is in Baraboo, which is near Madison. It is, quite understandably, a museum dedicated to the circus. In the summer they put on traditional circus-y things, but the museum’s open year round.
If you were going in the summer, then I’d suggest American Players Theatre, which is one of the best theatres in the midwest. It’s outside of Spring Green, too. Their season starts in June, but it sounds as if you’re leaving long before that. They do mostly Shakespeare.
Have fun in Wisconsin! It is, IMHO, one of the prettiest places in the world. picker is right: Madison is a pretty happening place, second only to Milwaukee, because Milwaukee has a much more active theatre/arts scene. Madison’s got some awesome art galleries, though.
And get some deep fried cheese curds! If not deep fried, then at least squeaky fresh from a cheese factory.