Safe bet is going to Kathmandu for visa stamping. I went to Nepal in November and got my visa stamped with no problems and lemme tell you I work for a desi company with two vendors in between before the client. We were five H1B applicants that day and all of us got the visa. I don't understand why people are so skeptical about going for stamping. Firstly, if you have all the documents and your H1B is genuine (yes, there are cases of fraudulent H1Bs ) and your company is not one of those "cut corners" and tax evading" types, you don't need to worry. If your H1B approval is less than 6 months, then it may take a week or two or even a month for PMIS verification but you should be good. I was initially planning for stamping in Canada, then later changed my mind cuz even if I'm stuck for some reason, I won't be freezing my a** up in some hotel at Toronto. I would rather enjoy my time with my family.

Be confident and act wise. Even if you're denied, it's not the end of the world.