Hi wjaz,
I am not very much familiar with admissions to business schools as my background is on the Sciences (i will be taking up PhD Envi. Sciences at UWindsor). However, I think taking the GMAT (or any other tests that is required) would be beneficial for you and for your admission applications not only to UWindsor but to others as well.
It really all depends on what will be your long term goal. If you plan to live in windsor for longer ( or any other province for that matter), then you may focus on that objective. Try to scout more information on it, i guess.
Good luck in your applications and have a great day!