H1B stamp in canada

I have H1B papers but no stamp in the passport. Is it safe to go to canada to get it or it is better to go home for it. Please reply if you have done this! Another thing - do you have to surrende you current I-94 while crossing the canadian border. And does that mean that if your visa is denied (does anybody actually experienced it???) that means you can not come back to US and have to leave to your home country from Canada???
Thanks a lot

I have H1B papers but no stamp in the passport. Is it safe to go to canada to get it or it is better to go home for it. Please reply if you have done this! Another thing - do you have to surrende you current I-94 while crossing the canadian border. And does that mean that if your visa is denied (does anybody actually experienced it???) that means you can not come back to US and have to leave to your home country from Canada???
Thanks a lot

If you go to Canada and you're not a Canadian Citizen, chances are you'll be sent to your home country to get your H-1B stamp there.

chances are you won't have enough vacation time to wait for the visa reissuance process. I'll suggest to revalidate your H1-B in the US before travelling, as outlined in here:
http://travel.state.gov/revals.html

Can you explain then how to convert the H1status to H1 visa thru U.S border post program?Is this possible somehow?