According to what a person who knows these universities well has said, Imaam Muhammad Uni and Umm al Qura are more highly recommended as compared to Madeenah Uni. Their teaching methods differ, and they are more higher educational and comprehensive. Madeenah Uni is a wonderful uni too mashaAllah and dedicated only to Islamic studies and more aimed at foreign students, but the others are more highly recommended when it comes to the level of education. And their Saudi students outnumber the foreign if I remember correctly, and that applies to their Islamic departments as well. And those two also accept female students, while Madeenah only accepts males. There are other colleges in Madeenah for females to learn the deen, but I'm unsure of whether foreigners are accepted, but quite possibly they are. It's also not so so so hard for foreigners to get acceptance at Madeenah Uni, provided the paperwork is complete and you meet their requirements. But if your intent is to study hard and strive the right path, then wherever you go, your efforts will pay off inshaAllah.

Allahu 'alam.