The cost is surely prohibitive, especially if you do the wine pairings, and it was higher for NYE as well, but it has always been worth it, because like you said, it's as much about the experience as the food itself. The first time I went there was probably still the best because I so anticipated it, I literally was giggling after the first few courses. There is good food in Milwaukee, but certainly nothing approaching the level of Alinea.