I have never ridden the Madones but I used to own a CAAD-9 and now own a Cervelo R3 carbon bike, a Cervelo P2-SL aluminum time-trial bike and a Bianchi steel road bike. They are all nice frames and most people would be happy with any of them.
Some of the roads that I ride on though are fairly rough black-top country roads (older farm roads). The CAAD-9 and the P2-SL are at times pretty harsh in terms of transmitting road vibration. My carbon frame is considerably more comfortable and is always the one I grab for longer rides. In fact, my steel frame would almost always be my second choice for a long ride. I have no idea how the Madones compares.
For what it is worth, I have Ultegra, 105 and Tiagra components on my 3 bikes and there really isn't that much difference. I would prefer a high quality comfortable frame even if it came with a lower level of Shimano components.