Consulting bro, need little help with below pls..

I got my H1B approved recently. I heard about H1B Visa stamping in Canada/Mexico. I heard that it will be 'easier' to get it here than go and apply in Nepal and get it stamped as I am not from IT field. I am thinking to go to Toronto for a week and apply if it is possible.

I work in IT field for last 2 years but I did my Bachelors in Mechanical Engineering in Colorado. My student visa is already expired.
So what will be the best option for me?
Also will I get tourist visa to Canada?
If I have the option to go to Canada and apply what documents should I have
- to apply for Canada Visa
- to apply H1B Visa Stamping

Or should I go to Nepal directly and apply for Visa stamping there? Is this too 'risky'?

All suggestions are welcome. Please share your experiences.