Mmmmm deep fried cheese curds.... there's a fast food chain in Wisconsin and parts of Illinois called Culver's that has the greatest deep fried cheese curds on the planet. I didn't even know they existed until I visited one last year and now my appreciation for deep fried cheese products has vastly increased.
Just an FYI in case you ever make it out here, but Culver's has invaded Minnesota too! Quickly becoming a family favorite dur to the tasty frozen treats and quick butter-burgers which are much tastier than BK or McD's!
And, speaking as one who has tried both, I'd still go with the MN State Fair Fried Cheese Curds. There's something about frying food in the super heat of late August in MN that makes those littel buggers even better... no restaurant can quite capture that mystique!