Applying for Canadian visa from the USA

[anushar]

In case an h1b visa (US visa) applicant wishes to apply for a Canadian visa - would it be advisable for the applicant to apply at the Canadian Embassy in the US or at the border on entry while driving down from the US?

And if they do apply either way, would Canadian Immigration take away their I-94 and if so, would that cause problems when they return back to India from the US?