No one defending the 42's good name? I have no experience with the McMillan so I can only address the TRG. First, find someone locally that will let you get behind a TRG to see if you like the ergonomics. Most seem to like the fit but if you don't, disregard what follows.
I really like the ergo.s and the TRG is the easiest rifle to shoot well I've ever had. Most owners describe them as a half inch gun. The Sako bi-pod is expensive but worth the money. The trigger is fantastic. For $900.00 you can get a butt-stock, that is a bolt-on adjustable folder, from KRG. The TRG is about two thirds the price of the McMillan.
If you have never had a .338, I would look to SH Firearms For Sale. If you are patient, you will find low round count .338LMs that often have brass, dies, etc. at significant savings.