The rule is to use the name of the locality as it was at the time. If the record gives the name of the parish (most do), then one uses that.
Karen, St-Vincent-de-Paul before the 1900s is to be listed as on Île-Jésus, not Laval, since Laval as a municipality did not englobe it before the 1900s, and the island itself has never been called Laval. Google Laval for some history on it. ;)