We've got lots of grocery stores in Madison; many deliver; all sell beer because Wisconsin; some are within ready walking distance of our hotels; all are on bus lines or cheap cab ride away (we do have Uber here).
If you need to keep costs down, in addition to the free food in the Con Suite, many groceries offered prepared food & deli. I've noted those which offer catering if you're hosting a party.
From nearest to farthest away...
Triangle Marketcorner store with mostly snacks but some food and cheeses.
2 blocks away
302 State St
open 24 hours.
FromaginationExtensive & expensive cheese market, with wine & crackers
2-1/2 blocks away (same block as Inn on the Park)
12 South Carroll
Open 10am - 6pm
Capitol Centre MarketSmaller city grocery
3.5 blocks away
111 N. Broom St, Madison
Open 24 hours, online ordering & delivery
http://www.capcentremarket.com/
Madison Fresh MarketSmaller city grocery, catering & delivery.
6+ blocks away, 0.6 miles
703 University (at Corner of Lake St.)
6am to midnight, 7 days/week
Online ordering & delivery
http://freshmadisonmarket.com
Willy St CoopMember-owned coop, small, full-line, non-members pay 20% markup but reciprocity if you are member of any other food coop. Delicious prep food inc., vegan & GF as well as carnivorous options.
2.0 miles away
1201 Williamson
7:30am - 9:30 pm
Online ordering, catering, & delivery
http://www.willystreet.coop
Copps GroceryFull line, cheaper, small deli, two locations:
1312 S Park St
7am - 10pm
2.1 miles away
3650 University Ave (catty-corner from Metcalf's)
6am - 11pm
3.5 miles away
Metcalfe's SentryFull line, upscale, prepared foods, flowers, "natural foods"
3.5 miles away
726 N Midvale (in Hilldale Mall, corner of University & Midvale Aves)
6am to midnight, 7 days/week
Online ordering & delivery
http://shopmetcalfes.com/
Woodman's first "warehouse" store in Wisconsin, lowest prices in town, many "ethnic" foods
3817 Milwaukee St
24 hours/day
4.7 miles away
http://www.woodmans-food.com/madisoneast/
Hy-VeeFull line with lots of prepared food & "natural foods"
5.5 miles away
3801 East Washington Avenue
24 hours/day
Catering & delivery
http://www.hy-vee.com/stores/detail.aspx?s=529