I would buy your thinking.

what's your major?

the recent market (especially in technical field- IT/engineering)  has transformed over the years. 7-8 years back, undergrads used to have pretty good grip in the market in terms of stability and prospect of future career expansion. however, things have changed nowadays much to the likeness of people who want to acquire higher degrees and more expertise in their respective fields.

that said, getting into a top-notch R&D for fresh MS graduates is not easy either. Unless you have a Phd, you are pitted against your undergraduate colleagues who have years of experience under their belts. Masters or no Masters, if you have 5 good experience in the field you want to work on, you are set for a decent leap in your career. But there always are more avenues open for competition and hence success over your undergraduate colleagues, if you have an MS.

now coming to your question, it's always good to have some industry exposure before you start your graduate studies, provided:

1) there is not much hassle in getting an H1b (which, unfortunately, there is these days). 
2) the work you'll do is what you want to pursue your graduate study (research) on.

 i suggest you to go for thesis-option in your MS to get an extra-edge over undergraduates. That will give you some research experience and a good ground to launch your career in R&Ds.

all the best!