A prof. at my school who got her PhD from UW Madison in 2002 said that a good number of students didn't have funding (or at least not enough to cover all of their living expenses) for the first year at Madison, but because so many drop out after the first year it's rather easy to get funding for the rest of your time there.
The FAQ section on their website makes it sound a bit better (http://www.ssc.wisc.edu/soc/grad/admissions_faq.php):
13. What are my chances of getting funded, and when?
Chances vary depending on factors such as your academic record, skills and the size your cohort turns out to be. The department nominates a number of students with the most promising academic records for University fellowships. Generally about 5 or 6 recipients of these fellowships will accept the offer. In addition, some of the admitted students obtain graduate assistantships or traineeships, and some come in with outside fellowships, such as NSF or Fulbright awards. Of 22 students in the Fall 2007 cohort, 21 came in with funding; in the Fall 2006 cohort, 27 students entered the program and 25 had funding for their first year. Unlike many departments, we do not have a policy of admitting only students for whom we have initial funding. If you come in with no funding and if you do well in the program, your chances of eventually getting some kind of assistantship are quite good. International applicants must complete a financial statement which shows sufficient funds to support themselves for their first year in the program, plus show the intent for funding to continue through the duration of study in the U.S., after the Department has recommended admission to the Graduate School. Additional information about International Student Expenses can be found at: http://info.gradsch.wisc.edu/admin/admi ... linfo.html
That makes it sound like most people get funding. However there's a good chance that most people without funding didn't decide to go, which skews the numbers. Not to mention they don't say how much the funding is... it might not be enough to live off of. Also, from what I've seen in the results sections, some people still didn't know their funding status in March.