To preface, an admission: truly, when you say “sports” in Wisconsin, you really mean the Green Bay Packers. However, denizens of southern Wisconsin have to have something to go nuts about when the Packers aren’t playing, and Milwaukee and Madison have their own passions.
Milwaukee  is a true anomaly — a small-market big city with three professional sports teams. The true sports heartbeat of the city revolves around its beloved Milwaukee Brewers  baseball team. Despite being near the bottom in market-size, the Brewers in 2008 finished in the top five in attendance (over three million fans). The Brewers play in one of the most amazing stadiums, the retro-mod Miller Park, which is a must to visit.
And above all, you must attend a game because of the tailgating. Yup, 40,000 people show up five hours before game time loaded with trailers full of barbecue and picnic supplies. Many people tailgate even if they don’t have tickets!
Madison , on the other hand, literally bleeds red and white. Cardinal red, that is, for the University of Wisconsin Badgers and its myriad sports teams. Do try to be in Madison on a Saturday when the Badgers’ football team plays; you will be overwhelmed by the oceans of red-garbed humans moving about the city. Another classic experience is to see a UW basketball or hockey game at the Kohl Center, a place where opponents honestly fear playing, given the absolutely thunderous — but always polite — crowds.
However, a couple of other options exist. In Milwaukee, the Marquette University Golden Eagles  basketball team is nationally-ranked and as of late, much more exciting than the woeful Milwaukee Bucks  of the NBA. Madison’s favorite summertime team now is the Madison Mallards,  a member of an independent pro baseball league — it’s a real treat for families: dirt cheap with tons of goofy entertainment.
Do consider a game in Beloit (south of Madison), watching the Beloit Snappers  wallop somebody. The Snaps are a Class A member of the Minnesota Twins organization, are always a league leader, and follow that great minor-league baseball tradition of offering tons of excitement and entertainment for rock-bottom prices. (Their snapping-turtle logo is a perennial winner of favorite team logo contests.)