Travelling on H4 after lottery pick

can a person travel to USA after getting picked up in lottery on H4. then again travelling back to India for stamping on H4 but approved petition.

which is better option?

1. staying in India till H1b stamping is done

2. coming to US after lottery pick and applying for change of status from H4 to H1b after approved petition.

3. can stamping be done in USA itself?

Thank you