Who's Who...
"Stargate:SG-1" is an american backed series filmed in Canada {Vancouver, BC} with a mixed American and Canadian cast and crew. It's shot at "The Bridge Studios" [a Canadian company in Burnaby, BC] and funded by MGM and The Sci-Fi Channel [which are American corporations].
I should say most of it is shot in Canada... Occ. they slip across the border and get some establishing shots in the US, but not many. They used McChord Air Force Base for a background shot in "Seth" and, of course, a crew filmed the CMC at Colorado Springs, CO. for the SGC. But everything else is shot in and around Vancouver.
FWIW: McChord is a 10 minute drive south of me on the freeway and 'Bridge' is a 3&1/3 hour drive north. One of the fun things we do at Gatecon each year is a 'City Tour' where we take folks around to the various shooting locations in the Vancouver area.
Rowan
And you're right - it's much cheaper: both in the cost of tech, hardware and saleries. Canadian scale is a lot less than US and the exchange rate works in the favor of US companies working up there as it's an 'average' of $1.50 Canadian to $1.00 US. More 'punch' for the US dollar up there.