Do I go for stamping on EXPIRED F1 Visa on Second Masters (I have I-20 from second masters with me)

Hello Sailers:

I have an MBA (Finance) and I am currently enrolled in MBA (IT) as an F1 student with CPT. My initial visa on passport (5 years) has expired and wanted to travel to my home country (India).

Do I need to go to the visa consulate to get the visa stamping or I can return back to the U.S. without any stamping?

If say, I have to go to the visa stamping what do I need to bring with me for the visa interview…

Thanks…

P.S. Your answers and review are really appreciated.