Pros
Strong support to help pass UFE exam. Excellent people. As far as audit firms go, I would recommend KPMG in Vancouver. KPMG paid overtime during my first two years, which for me was essentially travel time. I was fortunate to get the opportunity to travel within Canada, USA, Central America and Africa. These experiences alone were great. However, KPMG is big enough, that if you don't want to travel, there are plenty of local jobs.
Cons
Auditing was not a rewarding job for me personally. This is not a KPMG specific negative - it is more of a job specific negative. Basically, regardless of how well you build relationships with clients, they are always happy to see you leave at the end of the audit. I didn't enjoy that part of the job.