Yes, it's a good program. FGV has decent accreditations - AACSB in particular - and I wouldn't hesitate to put it on equal footing with the other two Brazilian schools you mentioned. COPPEAD, however, regularly shows up on FT's top global schools - whereas the others don't - but I wouldn't let that cloud your judgment. There's a good article on this site about Brazilian schools, actually:

http://www.find-mba.com/article/362/mba-programs-in-emerging-markets-brazil

Ralph,
Thank you for your help.
I believe that COPPEAD is the most popular Business University in Brazil. Only 5 to 10 foreign students enter in COPPEAD, every year. The admission process is very difficult for foreign students. I have the advantage of being in a University that has an active exchange program with FGV. I believe that FGV is a good option, too.
The article you suggested is very good. It really outlines the reality of the Brazilian economic growth and their position in the World, today and tomorrow.
That´s one of the reasons that led me into pursuit a good MBA program in a fast growing economy like Brazil.

You are right, FGV is a good option. Good luck to you - looks like Brazil is becoming a great place to go to school and potentially do business.