green owl! it's all vegetarian and mostly vegan, plus good dessert options.http://www.thegreenowlcafe.com
also, if you go to the chocolate shoppe (an ice cream place on state street, a few blocks from the capitol), they have vegan ice cream options there.
oh! and ian's pizza is like a half-block from the capitol, and they usually have vegan options. there might be a certain day that is "vegan day" (i.e., they have vegan slices in the window), but if it's like our ian's in milwaukee, you can order a full-size vegan pizza anytime.