If you were not going to Nepal soon, I would have suggested you to go to Canada and get stamping since you never know what life throws at you and it is always good to be prepared. But since you are going to Nepal, you can get the visa stamped there. Also, explorer makes a valid point. When I stamped my H1B visa in Canada, they also put a caption saying not valid to enter US until 10 days ahead of my H1 starting date. Thankfully, I had valid F1 Visa.