I'm sorry that I won't be able to make this - I just got word of a friends death and funeral plans are for this weekend.
I'm sure whatever plans you come up with will be good. One event that you should be aware of is the Art Fair on the Square (Jul 8/9 I think) which eliminates the Farmer's Market for that weekend if Madison is picked for a location. The Art Fair also provides plety of photo subjects but I think the Farmer's Mkt. is more uniquely Wisconsin.
Another event you might consider is the Wisconsin Chamber Orchestra's Concert on the square series although I can't find 2006 dates on the website.

Sorry I can't be there on Saturday.