If you H-1B visa was approved while you were in US, you do not need to get H-1B stamp. In fact, you do not have to travel for H-1B visa stamping at all, until and unless you want to travel outside the U.S. The visa stamp serves only one purpose: to gain entry into the United States. Therefore, if you weren't planning on leaving for some other purpose, you don't need the visa.

If you do need a stamp, the best option is to apply at the U.S. consulate in your home country. If you want to apply at the U.S. consulate in a country other than your home country (a so-called "third country"), you need to review the protocol at that consulate to determine if you may apply there.