h1bktm congrats.

I recently got approved for H1b through a legit, although fairly small and new, company. I'm planning to visit ktm during christmas break since my work officially doesn't start until 1st week of Jan '10. Would you recommend to me to travel back home (i don't have my h1b visa stamped yet)? I'm curious as far as submitting pay stubs and w-2 returns to the consulate as i will not have them. Any suggestion from anyone would be greatly appreciated. Thanks.