McGill & HEC Montreal are both very good MBA programs. In fact they both are ranked as "Elite Global" programs by the 2012 QS 200 Business Schools ranking. (
http://www.topmba.com/qs-global-200-business-schools-report-201213)
You cannot compare HEC Montreal & HEC Paris, not in term of quality per say, but because acceptance at HEC Paris is much more competitive and salaries in Paris are higher (stronger Euro). But it all depends of where you want to work after the MBA. If you want to work in Canada, the HEC Montreal brand will definitely be much stronger than HEC Paris. Actually, HEC Paris doesn't have a good reputation in Montreal, as the school and graduates are rightly seen as snobbish and lack English language skills.
Also, it wouldn't make sense to compare McGill to HEC Montreal. HEC Montreal is stronger in Marketing & IT Consulting, while McGill is best for Finance & Management consulting. With an MBA from HEC Montreal, you are most likely to work in Quebec while with an MBA from McGill, you'll probably be working in Toronto or New York (which explains the higher salary).
HEC Montreal also targets different applicants, mainly French speaking applicants, who will see the highest ROI after the MBA in terms of English language skills & jobs opportunity in North America.
If I were an English speaking applicant with a strong GMAT score (over 700), I would only apply to McGill. If my score was lower than 650, I would apply to HEC Montreal or Concordia.