... as TRC said, it will depend on if there is an I-94 on the approval notice. Do not pay any attention to the advice on the I-797 (or from lawyer) about getting consular stamping etc, it does not apply to Cdns. If you have I-94 attached, you will automatically convert to h1 on 10/01/09 regardless of whether you travel in the meantime.
If you got no I-94, you will need -- at some point after 10/01 -- to go to border and activate it.
But in either case, of course, your H1 would only take effect in October, so any trip would be after that date. Also, you need to maintain some status (presumably TN) until that date, as do any dependents.