Travelling Mexico/Canada after H1B consular with valid Visa

Hi,My new employer has filed a Consular Petition for me and I’m supposed to travel out of US and re-enter with a valid I94 to start working. Had few questions regarding that. Also I have a valid H1 (expiring Sept 2016) from my previous employer. 1. Does Canada require a Visitor’s visa or H1 is good enough to enter ? As far as I know Mexico doesn’t require one. Please correct me if I’m wrong.2. Do I need to go to the US Embassy or the Immigration at airport will issue an I94 ?3. Any specific documents(except passport, new I797) required for the travel ?4. Is it required to spend time in the country or a day(Entering and Exiting through airport) is good enough ?

Appreciate your response on these and thanks for your time.