I did the Dells once when I was working in Chicago. For some unknown reason, we thought it'd be fun to go up there for a weekend. All I remember was greyhounds, a very low-rent casino (nickel slots, $3 BJ), a bunch of cheap pink motels, bad restaurants, very wierd liquor laws, and throngs of tacky tourists. It's not exactly a "sophisticated" place.
On the way back, we spent a night in Madison. Night and day difference from the Dells! Madison is very nice, easy to get around, and quite sophisticated for a mid-sized city. Great places to go out, good hotels, etc.