I dont know many schools in Canada...but i do know that most of them are probably not as good as some of the ones here....if your going to noname school in Canada instead of your state school here...i personally wouldnt, i dont see the benefit...
But now if were talking about McGill...then i would probably go there as opposed to a lot of schools here. McGill is well known and a reputable school...and not to mention from its stats not that easy to get into.
If its more for an experiance thing you want to go...remmeber you can always study abroad.