JOEL - In my opinion Madsen is saying that every "Thing" did not exist before God, meaning that God was the creator of the entire "physical" universe as we know it.
The universe is a temporary thing; although the elements(which we might consider as things) that make up our universe are eternal and can neither be created nor destroyed. (D&C 93:33)

Joseph Smith said:
"The pure principles of element are principles which can never be destroyed; they may be organized and reorganized, but not destroyed. They had no beginning and can have no end. (HC 6:302-17)

There are however laws and principles that are eternal, including good and evil. President John Taylor said,
"Change succeeds change in human affairs, but the laws of God in everything are correct and true; in every stage and phase of nature, everything on the earth, in the waters and in the atmosphere is governed by unchangeable, eternal laws" (Gospel Kingdom, p. 70, Salt Lake City, 1987)
"We believe in eternal principles, in an eternal gospel, and eternal priesthood, in eternal communications and associations. Everything associated with the gospel that we believe in is eternal. There are certain eternal laws by which the Gods in the eternal worlds are governed and which they cannot violate, and do not want to violate. These eternal principles must be kept." (JD, 25:165, 166, June 15, 1884.)

Milton R. Hunter said:
"Man's free agency is one of God's eternal laws and also one of the basic principles upon which progression is based." (Will a Man Rob God? Milton R. Hunter)

The basic concept of free agency includes the ability to choose between right and wrong or good and evil. If free agency is eternal then good and evil must also be eternal, otherwise there would be no choice to make.

John said the following:
"And we have known and believed the love that God hath to us. God is love; and he that dwelleth in love dwelleth in God, and God in him."(1 John 4:16)

If God is love and God is an eternal being, then the principle of love must also be eternal. This of course could be said about any attribute of God.

Paul said to the Corinthians:
"While we look not at the things which are seen, but at the things which are not seen: for the things which are seen are temporal; but the things which are not seen are eternal."(2 Cor. 4: 18)

Brigham Young said:
"Sin exists in all the eternities. Sin is co-eternal with righteousness, for it must needs be that there is an opposition in all things.(2 Ne. 2: 11)" (Discourses of Brigham Young, 10:2)

There aren't really a lot of scriptures that specifically state that good and evil have eternally existed, but we can infer this from everything else they say, and back it up with latter-day revelation from our prophets.