I'm thinking pan sauce all the way. It would also be lovely with mushrooms, cooked down and used to top crostini. Great recommendations from everyone else - now I'm hungry :)

One of the best sauces I ever had for a steak was the iron skillet (my vehicle of choice for cooking a steak indoors) deglazed with Madeira, to which a little thyme and a bit of honey was added and the sauce reduced. The steak had been heavily coated with cracked pepper prior to cooking, so that element was in there as well. Marvelous!

I'm just kind of trance-lining here, which happens when an ingredient is thrust upon me. Per amysarah's comment, just about anything mushroom or veal. I'm definitely thinking sweetbreads as in ris de veau. Maybe sea scallops...

Madeira can often be used in place of marsala or port or maybe sherry, too. The flavor will of course be a bit different, but will still work - chicken/veal marsala/madeira, in a zabaglione, etc. Last New Year's we were planning to do a port wine reduction with mushrooms, to serve with a beef filet - only no port to be found - oops; we did have find some madeira lurking in the pantry and it worked fine.