Taken directly from the British Monarchy Website:
Knighthoods:
http://www.royal.gov.uk/MonarchUK/Honours/Knighthoods.aspx
Order of St. Michael and St. George:
http://www.royal.gov.uk/MonarchUK/Honours/OrderofStMichaelandStGeorge.aspx
Any contradiction to what I said? GCMG is a knighthood. Any British citizen conferred a GCMG can be addressed as a Sir.