I did get my H1 and my wife her H4 stamp in Juarez, here is my experience:
We got there on Monday and went to the bank to pay $100 for the DD per person.
We had the appointment on Tuesday at 8:00 AM, we got there at about 7:15 and there was already a line outside the building (Building D is where you have to go), they checked our documents (DS156-157), passport and bank receipt, before they let us into the building, once inside we got into another line where a lady checks the same documents again. she gave us a number and told us to go to another room to get our pictures and fingerprints taken, once our number was called we had to show the same documents plus our I-797's, the guy asked us questions like, what do you do, is this a renewal or a new H1, what does your wife do, etc.. He took our picture and fingerprints, gave us another number and asked us to go outside where we were going to be called for the actual interview, we waited outside almost 2 hours until our number was called, then the interview went like this:
The lady had our I-797's, passports and DS156-157, she asked me what did I do for the company, she asked my wife I she spoke English, she said no, she asked me why didn't we go to Mexico City to get that done (we are both from Mexico City), I told her because I didn't have vacation and I just needed to get the stamp and get back to the U.S. Everything was going ok until she asked me to show her my green card approval since that was my 7th year extension, I told her I was in the Labor cert process and when I showed her the receipt for the LC she said that was not what she needed, that she needed my green card approval, I told her I did not have one because I was on the first step on the process which was the LC, and that that was the document that the 7th year extension was granted under. I'm sure she didn't know about the process, so we debated for about 5 minutes, which to me seemed like 1 hour, (very nerve wrecking!) finally she asked me normal questions about the company where I work for, who are our customers etc. Then she gave me a slip and asked me to pay for the reciprocity fee and go back to her window with the receipt, so we did and she asked us to go back outside and wait until our names were called again, about an hour later our names were called and our stamped passports were returned to us. It was about 1:00PM, we we picked our bags at the hotel (Holiday Inn is your best bet, it is very secure and it is a block away from the consulate) took a cab to the line ($7 only, don't pay a cab to take you to El paso Airport because they will charge you $50). We crossed by foot, got our I-94's and took a cab on the other side to go to El Paso AP, we paid $12, once in the AP, we had about 2 1/2 hours before our flight departed so we ate and took a breather! we were finally home! The documents I had with me were:
DS156-157
I-797's
DD fee receipt
Labor cert receipt
The ones above are the only ones they checked, but I also had:
Paystubs
Letter from employer
Tax returns for last 3 yrs
Other approval notices (H1, F1)
School transcripts
Please let me know if you need more information.