I have graduate degrees from both the US and Canada. I think that leaving aside considerations about alignment of program with academic interest and career paths (Which is a MAJOR factor when choosing Institution/program/advisor), Canada grad. degree will be my first choice. My two cents:
-You get PGWP way easier here than in the US. In Canada the work permit is not tied to the company that sponsors you, which can cause great headaches looking at my classmates there. if you switch companies, your time requirements for residence start from zero again.
You get automatically a PGWP from 2 to 4 years after you graduate. Granted, the transition really messed us up -international students-, but it is likely they will sort out the issue of the LMIA and PGWP in the short term.
-spouses of grad students in Canada can get a work permit. in the US things are more complicated.
-Time working after graduation counts towards residency requirement (a portion, that is).
-You could apply to the student stream that is now often included in the PNP programs (from the province where you graduate), and I think that with the changing landscape of immigration rules from one year to the next, the more immigration streams one can be eligible for, the better.
-You dont need to spend money on ECA for your degree, since it is Canadian.
-You might get more points in EE or PNP for having a Canadian degree.
-You might start getting research experience relevant to the Canadian context which is an advantage in the labor market.
There might be other points, but these are a few examples to take into account.