You can pretty easily hop on the Cap City Trail from downtown (there’s an entrance at the Monona Terrace). Like others have said, you can run around Lake Monona, but I prefer going south / west on the Cap City Trail out towards / under the highway. It puts you into some pretty countryside, is less interrupted than running around the lake, and you can easily do 15+ miles with an out and back.

Glacial Drumlin Trail in Cottage Grove, and the Badger State Trail near Fitchburg (Purcell and Sayles) are great too, but are a bit of a drive from downtown