If you visit Madison, Wisconsin with kids I highly recommend going to the Madison Children's Museum. It's just off the capitol square, but even on a busy farmer's market Saturday it wasn't that crowded and we easily found parking.
We hadn't been there since my boys were 2 years old and I wasn't sure if 8 would be too old, but it's a great place for older kids too. There are two indoor levels of play, a rooftop area and an outdoor playground. Indoors there are some really cool climbing structures that remind me of the City Museum in St. Louis.