We visited Wollersheim Winery, which is about an hour west of Madison. They have a tasting room like most wineries. We just tasted a little and it was nothing great. What I highly recommend, however, is having a picnic lunch at the winery. The winery, which is located on a steep hill, has lovely picnic tables right in the middle of the vineyard, with nice views of the valley. The tables are open to the public for free, with the only restriction that you can't bring your own alcohol. We purchased a nicely chilled bottle of a somewhat sweet white wine (Prairie Fume) and had a delightful picnic lunch.
Jonah