We present a study of dense gas emission in the Milky Way to serve as a basis for comparison with extragalactic results. This study combines new observations of HCN, CS, and CO in individual giant molecular clouds (GMCs) and in the Milky Way plane with published studies of emission from these molecules in the inner 500 pc of the Milky Way. We find a strong trend in the fraction of emission from dense gas tracers as a function of location in the Milky Way: in the bulge, IHCN/ICO = 0.081 +/- 0.004, in the plane, IHCN/ICO = 0.026 +/- 0.008 on average, and over the full extent of nearby GMCs, IHCN/ICO = 0.014 +/- 0.020. Similar trends are seen in ICS/ICO: in the bulge, ICS/ICO = 0.027 +/- 0.006, in the plane, ICS/ICO = 0.018 +/- 0.008 on average, and over the full extent of nearby GMCs, ICS/ICO = 0.013 +/- 0.02. The low intensities of the HCN and CS emission in the plane suggest that these lines are produced by gas at moderate densities; thus, they are not like the emission produced by the dense, parsec-scale star-forming cores in nearby GMCs. The contrast between the bulge and the disk ratios in the Milky Way is likely to be caused by a combination of higher kinetic temperatures as well as a higher dense gas fraction in the bulge of the Milky Way. We show that the ratio IHCN/ICO is correlated quantitatively with the total hydrostatic gas pressure in the Milky Way as IHCN/ICO ~ P0.19+/-0.04.