If you are already in possession of an F1, L1, H4, or any other temporary visa and you have been successful with an application for an H1B visa (including the H1B visa stamping), you will need to have your visa stamped if you wish to leave and re-enter the country at any time while your visa is valid.
If you do not wish to leave the country, you will be able to continue to work and request a Change of Status without having to leave the country to have your visa stamped.
In order to have this stamping done with as little hassle as possible, you may choose to have your visa stamped in the consulate of a neighboring country such as Canada or the Bahamas.