In regards to flying into the USA. We can and do fly into the United States. We encourage pilots who are building flight time to fly into the USA presuming their visa/citizenship allows them to. A person who holds a student pilot permit can't be pilot in command outside of Canada. He/she would have to hold at least a Private Pilot Licence to be pilot in command outside of Canada. We'll help the pilot get the paperwork procedures correct. Overall there are a few hoops to jump through but it's a good experience. Any Commercial pilot will fly into other countries in their flying career, better to get familiar with cross border operations during training, rather then later stumble through it on the first Commercial flying job.
In regards to which location, both have pros and cons. There is no "best" location. One doesn't have to stay at one location, some students do their PPL at Steinbach (because it's more efficient), and finish at St. Andrews to gain experience with controlled airspace. We started at Steinbach 1973, and then St. Andrews in 2005. It allows us to offer a lot of options to students. We also move airplanes, instructors, examiners, and mechanics back and forth to best serve the students at the moment. In my mind we are one big school, not 2 schools. It's 20 mins by air, and/or 1 hour by driving apart from each other.
We do get winter, but we have the technology to deal with it. Specifically warm hangers and heated cowling covers. The advantage of flying in winter is that the air is smooth, no thunderstorms, air is clearer, night flying is easier. The weather in MB in winter is general clear and cold. We are colder then the coasts of Canada, but we have significantly more visual flying weather. A warm jacket, gloves, hat, and a open mind will make the experience a positive one. The best experience is to fly over the change of seasons so that you experience both seasons and their pro/cons. Commercial pilots needs to be comfortable with summer and winter operations. Both the Canadian Air Force and the US Air Force (100 km south of the border) have training in our area for this reason.
Anyways the moderator might get upset with me for posting this, if you have more questions
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Adam