The Sharks also sent forward prospects Mike Connolly and Michael Sgarbossa to Colorado.
Winnik has five goals and 13 assists in 63 games for the Avalanche this season, while Galiardi has eight goals and 14 points in 55 contests.
McGinn has posted the best offensive numbers of the players involved in the deal, registering 12 goals and 12 assists in 61 games for the Sharks this year.
Galiardi was a second-round pick by Colorado in 2007, but has compiled just 33 goals and 39 assists in 171 games with the franchise. Winnik was drafted by Phoenix in 2004 and has 34 goals and 62 assists in 345 career games with the Coyotes and Avalanche.
McGinn was selected in the second round by the Sharks in 2006 and has 27 goals and 49 points in 204 career games.
Connolly and Sgarbossa were both signed as undrafted free agents by San Jose and have yet to see action at the NHL level.