While I've never lived in the midwest my dad grew up in Wisconsin and has told me stories about those winters there. I'd say that in bad weather be prepared for delays, if renting a car be sure to have snow chains for the tires as well as a good emergency kit, and to pack plenty of cold weather gear.

He grew up in Oshkosh area but this was the 1940s/50s so undoubtedly the weather patters have probably changed.

Oh, and if you enjoy cross country skiing he says that this used to be his favorite winter sport besides ice skating/ice boating.

And be sure to sample local cheeses, meats, and beer. According to my dad it's the only state in the US that he places their goods as close to equal to their German equivalents. The fish is also supposed to be good seeing how a lot of it is cod off Newfoundland, but like I said this is all second hand advice and a few decades old.