What's important to note is that there are two, drastically different "neighborhoods" on campus, Southeast and Lakeshore. Southeast is closer to downtown Madison and State Street, while Lakeshore dorms are all very close to the shoreline of Lake Mendota. The lifestyle of Southeast dorms tends to be a lot more social, while Lakeshore is a bit quieter and reserved. I live in Lakeshore and often wish I'd lived in Southeast, but realize that Lakeshore has its advantages of being closer to the nature available on campus and the fact that it's quiet when I come back to the dorm at night.
As for the buildings themselves, unless you live in DeJope, Ogg, Smith, or the new hall being built in the Lakeshore neighborhood, all the rooms are typically the same size and have the same features. Don't expect to have a ton of room for your stuff and everybody has to share bathrooms with at least a few other people.