The Dane County Farmer's Market is one of the best in the Midwest. On certain weekends, there are events geared towards kids, so check the Web site - www.dcfm.org/ -. Great activity for adults with children they push in strollers. You can also visit the Capitol or the Madison Children's Museum the same day.
Downtown on the Square - It is a must do April through November.
Hundreds of stands with fruit, veggies, flowers, honey, baked goods with the Capitol as a background and lots of interesting people.
The lots of people can be a downside - manuvering with a stroller can be tough and you have to keep a hold of your childs hand.