If you count travel and lodging costs, it usually ends up at roughly the same cost per session as here. The math on a long weekend where you have 4 session typically ends up at around 300 per session. That varies by the quality of your lodging (nice hotel vs. Airbnb) and how you get there (fly or drive).
Given that its roughly the same pricing, the pluses of Montreal are that the girls are much hotter (imo) than here, you dont have to worry about LE, and it's a vacation. The minuses are that your sessions are gonna happen all at once, as opposed to being able to space them out around here, and traveling back and forth, which is tiring.
One other note...from nyc, flying isnt that much better than driving in terms of time. Its roughly 5 to 6 hours to drive and about that to fly. People think flying is faster but door-to-door it isnt much quicker. You have to get to the airport, go through security, wait for the flight, fly, go through security again in Montreal, get your bags and get to your lodging. That all takes about 5 hours or so. If you can find a buddy to go, I always like to split the driving load and drive. The added benefit is that you have a car there and you dont have to pay for uber.