In Madison, Wisconsin the Henry Vilas Zoo and the park that surrounds it is nice. They even have a beautifully painted carosel. The only problem is that it is a free zoo and VERY popular. There is also the Arboritum across the lake. Heck, Madison isn't called Madtown for nothing. You could probably walk down state street and noone would blink an eye.
In Iowa there is Motor Mill. It's a town that never really got started. It's on the turkey river near Elkadar and is owned by the Clayton County Conservation Board. It's a beautiful site. The only problem is it could be difficult to find without a map and directions. Elkadar also has this really awesome stone bridge and there old stone jail is now an inn/restuarant.
Indianapolis, Indiana has the Union Station. It been restored and beautifully painted. There are several huge stain glass windows. Parking will be expensive as it is downtown. But Indy has been the home of Gencon for the last few years so the locals have gotten used to us.