Milwaukee......
My best friend from college grew up there, and I dated a woman from there - so I have been there a few times.
Things to do:
During the summer, there is a festival area near the lake that has something going on every weekend. Depending on when you pass through - Summerfest may be going on. Worht checking out.
Miller has a cool brewery tour. Two free beers at the end.
Harley makes there engines in town. If you are into motorcylces (
) - check out the tour.
Miller Park (home of the brewers) is a pretty amazing place - I went last summer.
Frank Lloyd Wright was from the Madison area (one hour West on I-94) and designed a very interesting church in town (I am a big FLW fan - but can't remember the location of the church).
they also have a fairly new art museum in town. I have not been to it yet, but the design is amazing (swooping roof). It is on the lake - form what I hear - it is worth taking a lok into.
As for local culture, not too far from Marquette University is the German and Polish area of town. Go Polka dancing.
If you like greasy spoons, there is a chain called Webb's. yum, grease!
In a summary - there is Zonelistener's Travel Guide to Milwaukee.
p.s. (edit) - Disco grew up there - she could probably give you some more insight.