The Tornado is easily one of the best dinner spots in southern Wisconsin. It's a reinterpretation (by Henry Doan, the owner and head chef) of the classic Midwestern supper club. From the campy stained wood-everywhere dining rooms to the complementary vegetable crudite and assorted breads plate, you know you're in for something retro and authentic. It's located just off the Capitol Square and near the Hilton Hotel and Monona Terrace convention Center.
The Tornado has a great and popular bar, three dining areas (at least one of which I have seen rented for private parties) and a music club in the basement, called the Corral Room. In the summer they offer outside dining.
Having dined there many, many times, I can recommend nearly everything on the menu, though my personal favorites are the Ribeye and NY Strip steaks, the Coquille Saint Jacques appetizer, the Escargot appetizer and the Walleye entrée. Note: they tend to undercook their steaks by one temperature so adjust your order accordingly.
They do take reservations, though the waits aren't often that long and the bar is a great place to wait. Also, you can eat in the bar if you're impatient.