I have not been to Madison parish for research, although I had collateral family members in Rayville (Richland).

Don't forget to do your online research first - visiting these sites:
1. Madison parish USGENWEB site:
It contains extrations of Cemeteries and Marriage records.
[You'll still want to view the original marriage certificate from the parish clerk of court's office (courthouse).]

2. Check the partial list of LA death records on familysearch. Although still a "work in progress", you may find some family death records. Unfortunately, there are no images - which usually contain the cemetery and funeral home.
LA Deaths: http://tinyurl.com/nubvon

Note: Actual Death certificates can be viewed on microfilm at the LA State Archives in Baton Rouge. M/F copies are .50 each.

3. View information for neighboring parishes (usgenweb, death records).

4. Call the local library and Historical Society to verify their hours of operation.

Call the largest library in a neighboring city/parish. They may have Madison County records on microfilm or in book form that you can browse between courthouse visits (on a weekend).