For Madison, peruse their alternative weekly, The Isthmus.
www.isthmus.com
I know when Sonic Youth played there in '87 haha they did so at Headliners.
For Chicago, there are many choices, of course; maybe start with The Chicago Reader.
www.chicagoreader.com
I don't think pitchfork has a local section, but maybe. Also, The Chicago Tribune has a page called metromix.
http://metromix.chicagotribune.com/music/