I have been working as a consultant for a company since January, 2008. I got my H1-B visa through another company (I think is affiliated to the company I'm working for). I did my bachelors in US. I am on OPT and I came here from Nepal in August 2001 with F1 visa (expired already in 2002- duration of study stamping in the visa). I want to go to Canada or Mexico for H1-B visa stamping soon since I want to go to Nepal. I had some questions:

1. Is it better to go to Canada or Mexico?
2. I am on OPT right now- can I go before October, 1, 2008?
3. What documents would I need to carry along with me?
   
4. How do I make an appointment with the consulate in Canada/Mexico and what are my chances of getting my visa stamped there?

I would really appreciate it if you can get back to me. Thanks!
P.S I tried asking many people but got conflicting suggestions. Even my company is not too keen on getting back to me. Please help :)