i'm surprised everyone's telling you to go so far away . . .
I'm from milwaukee originally, though i've moved to cali. . . .
Anyway, there's not much around milwaukee itself. Might be some roads paralleling lake michigan, but i never really found any. My favorite places to ride were always in the un-glaciated (i.e. never covered by glaciers during the ice ages) area in central and western WI. around Madison there's a ton of great roads winding through all the little valleys and moraines.
The suggestion to head for La Crosse is good- the whole length of the mississippi is great in wisconsin. . . . .