H1 VISA Stamping - Home Country?

[visuala]

Hi,
I got my H1B VISA approved this year and would be valid from Oct1 2013. I am planning to have VISA stamping my employer suggests I should go to Canada or Mexico. Is it good idea to get it stamped it there or go to Home Country in my case India?
Thanks
VisualA

[kabkaba]

In principle you can apply anywhere, but if you don't have US education, it is possible that the consulate will send you to your home country. Also, consulates in Mexico don't accept change of status applicants.