CAn we go to Canada for Change of Status stamping?

I changed my status from H-4 to F-1 6 months ago. Now, thinking of going to Canada to get my F-1 stamped so that I can travel to my home country(India) or take vacations without hassles.

I believe some mexico US consulates do not entertain change of status candidates anymore. How about canada? Anyone has any recent experience? I might go to Toronto during my Winter break.