Sanokancho,

Like Stiffler's suggested, you do not need to leave the US to just transfer your status from F1 to H1. With H1 documents in your hands, that should already have been taken care of. If not for any reason, talk to your company lawyer - but you do NOT need to leave the US or get any kind of stamp for just transfering your status from F1 to H1 when you already have received your H1 documents. Hope this helps!

Regarding visiting Nepal and getting a H1 stamp Visa to re-enter the US, you might also have heard, time is not very favorable right now with a lot of H1 Visa Stamp applications being denied. However, it surely also depends on what field you work at and the company that has sponsored the H1 for you. But even the most genuine H1s have been having difficulty at this time. So, I am sorry but leaving the country on H1 right is not a good idea unless you have to.

Good Luck to you!