What's not to like?
Madison has beautiful country all around it, you have all four seasons (including a White Christmas usually) which means winter sports for fun, generally reasonable summer temps, great hunting and fishing nearby (especially if you have a friend who has acreage and let's you on), nearby breweries (both microbrewery startups and established regional brands), lotsa lakes for swimming, fishing, boating, water skiing, etc.
"Chicago to my mind was the only place to be. ... I above all liked the city because it was filled with people all a-bustle, and the clatter of hooves and carriages, and with delivery wagons and drays and peddlers and the boom and clank of freight trains. And when those black clouds came sailing in from the west, pouring thunderstorms upon us so that you couldn't hear the cries or curses of humankind, I liked that best of all. Chicago could stand up to the worst God had to offer. I understood why it was built--a place for trade, of course, with railroads and ships and so on, but mostly to give all of us a magnitude of defiance that is not provided by one house on the plains. And the plains is where those storms come from."
-- E.L. Doctorow