I-797 just got approved... what next?

This is my first time going through the non-immigrant work visa for the US. I became a Canadian citizen back in March and have my passport. I have a job offer through an IT Consulting form in the US. They filed an expedited I-797 which has just been approved (I'm waiting on it getting couriered to me).

I was told by the firm that I'd need to schedule an appointment with my nearest US Consulate to get my H1-B visa approved. I then have spent the last day going round in circles trying complete a DS-160, pay the $150 fee and schedule an appointment. So far I've only managed to do the DS-160 online. But now I'm starting to wonder if I even need to do any of this as a Canadian?!

So my question is this: As a Canadian citizen with an approved I-797, is that all I need in order to gain entry into the US when I pass through CBP at whichever airport I get a flight through?

Is there other supporting documentation I should bring along, like my job offer, proof of residence in Canada, pay advice notes, etc?

Thanks in advance for any help, I'm struggling to understand what's required here!

Ah, the ignorance of US immig atty's when dealing with Cdns.

As a Cdn you are exempt from getting a consular visa. US won't even accept you taking an appointment.

So, all you need to do is show up at the border/airport with your I-797. No need to bring any other proof, because your petition has already been decided upon by CIS, not CBP.

Great! Thanks for the quick response.

One follow-up question: I was also told by the consulting firm that although I can't start work until Oct 1, I can enter the US up to 10 days beforehand to give me time to find a place to stay, etc. Is that correct?

10 days is the rule of thumb.
Of course, you can enter earlier, as a tourist, if you want to do some scouting. But youentry on H1 will have to be after Sept 20.