I do believe that you are onto something here. In rural Wisconsin traditional churches such as Lutherans and Catholics still reign supreme. The mega-church, Mc-church or whatever you want to call it hasn't caught on.
I guarantee you know people who go to Calvary Bible Church Neenah, Appleton Alliance, or even Christ the Rock in Menasha. The megachurches are catching on everywhere; it's just that Clintonville, New London, and Waupaca are too small to support 'em. People from those communities also go to Fox River Mall to do their shopping, which is just minutes from either Alliance or Calvary.
In fact, I'd be willing to venture that there is an undercurrent of backlash from many people in these areas against the whole 'Christian Conservative/Christian Coalition' movement. While indeed there are strong 'pro-family' and 'pro-life' values, people tend to be more Libertarian leaning in that your religion is your business and they do not like being told what they should and should not believe. Wedge issues tend to sell alot less here than in many other parts of the country.
The big box churches keep siphoning off parishioners from the Catholic and Lutheran churches, so they are very unhappy about that. It's especially a sore issue among Catholics, because these people are converting to Protestantism. Also, as the conservative members go to the big boxes, the remnants get more and more liberal. All of that will lead to backlash in the local churches, but not in the population as a whole.
I think this was a rebuke of Bush more than anything else.
You are probably right on this. Exurban Madison voted very Democratic, while exurban Milwaukee appears to have been the only GOP stronghold in the state--although all of exurban Milwaukee trended Democratic as well.
Did it actually trend Democratic or just swing Democratic? I haven't run the numbers. A Democratic trend in Waukesha, Washington, and Ozaukee would be a significant event.