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Molecular beam epitaxy of GaN and related alloys is becoming a rival to the more established metalorganic vapor phase epitaxy. Excellent control of impurity, interface abruptness, and in situ monitoring of the growth are driving the increase in quality of MBE epilayers. We have developed nucleation schemes with plasma-assisted MBE on three types of substrates, consisting of sapphire, semi-insulating (SI-) SiC, and HVPE SI-GaN templates on sapphire. While sapphire and SI-SiC are established substrates for the growth of AlGaN/GaN HEMT epilayers, HVPE GaN templates may provide a path to low-cost large-diameter substrates for electronic devices. We compare device results of HEMTs fabricated on these substrates. As a metric for device performance, the saturated RF power output in class A operation is measured at 2 GHz. We achieved a saturated power density of 2.2 W/mm from HEMTs on sapphire, 1.1 W/mm from HEMTs on HVPE GaN templates on sapphire, and 6.3 W/mm. from HEMTs on semi-insulating 6H-SiC substrates. The difference in output power can be attributed to self-heating due to insufficient thermal conductivity of the sapphire substrate, and to trapping in the compensation-doped HVPE template.