I foound a pdf for first time H1 B stamping in Bahamas. I am not sure if they allow first time stamping of H1 in Bahamas for non-immigrant workers.
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Who Can Apply at the U.S. Embassy in Nassau?
 Third Country Nationals seeking
business, tourist, crew or transit visas may apply at Embassy Nassau. However, applicants should be aware that they must apply in person, and that such visas may sometimes take weeks or even months to process. In addition, the Embassy cannot assist Third Country Nationals with Bahamian visa requirements, nor with alternate travel arrangements if their U.S. visa should be delayed or denied.

 Third Country National applicants residing in the United States seeking to renew their student, exchange or temporary employment visa may apply if – and only if – their current such visa was issued at a U.S. Embassy or Consulate in their country of citizenship or legal residence. A spouse or dependent children may apply with the principal visa holder if the principal meets the criteria above.

Note: a renewal is defined as an application for the same type of visa that the applicant already holds; it specifically does not include cases where a prospective applicant held a different classification of visa (or Visa Waiver status), even if a “change of status” to the new classification was authorized by the Department of Homeland Security.
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Please let me know what does this mean. Can I still go to Bahamas for first time stamping?

Lets say X goes to canada for stamping of her H1b for the first time (converting from H4)and she/he gets a 221g then can she/he return to US on H4 ?

Thanks in advance..

I enetered US on L1 B in 2009 and quit my company and got my H1B done in 2010. I changed my employer in Sep 2011 and since then I have been working with my new employer. I am planning to travel to India in June 2012 and would have to go for my H1 B stamping in the mumbai consulate.
I work with a company A whose sister compny, company B has sponsored my H1 B. However the client has a contract with company A and there are supporting doucmnets to prove that company A owns company B. Client has agreed to provide me the client letter too but the client letter says thers an agreement between Company A and companies(which includes sister companies?? )
Is it safe to go for H1 stamping now?Has it become any better than last yr? I heard there were some chanegs to teh law that was made last yr about staffing firms. What can I use as suppporting documents to prove employer-employee relationship?

You can go for visa stamping in your home country. However, there is always a risk associated w/ the stamping and you should never consider the stamping too safe. Have contingency plans when going for stamping.