If you are already in the U.S. on an F-1 visa, you can stay in the U.S. and do a Change of Status application or you can return to your country, or a country that does third-country visa processing, and apply for a visa through the consulate. What option you choose depends on various factors:
-the time you have before you start your program,
-the cost of a Change of Status application v. a visa application,
-your ability to travel, and
-your need to stay in the U.S.
To apply for a Change of Status, you must have sufficient time before the start of your J-1 program in the U.S. for a decision to come in because it may take about a month, usually more, to process the Change of Status application. You do not want to risk not having the visa before the start of your program. In contrast, you can usually apply for a J-1 Visa in your home country or a country that does third-country processing like Canada or Mexico, get scheduled for an interview, and have the visa issued within a week or two. This is a much faster option if you are able to travel. Many countries will also have expedited processing for J-1 visa applications.
Change of Status Application Costs v. Visa Application and Related Costs
USCIS charges a different fee from what the National Visa Center (NVC) charges for the Visa Application. One fee can be higher than the other. You should check the USCIS and NVC websites to learn the different fees. Please note for NVC, there may be other related additional processing fees.
Unable to Travel/Need to Stay in the U.S.
It is possible due to circumstances beyond your control, or because you have to stay in the U.S. for certain reasons, or you simply do not want to travel, it may make the most sense for you to do a Change of Status. In making this decision, you must consider the other factors as they are all connected in making the decision that is best for you.
What is the best decision is different for every individual, and sometimes the circumstances may make the decision for you. It is advisable to do your research before making a decision as J-1 Visa applications are generally filed after applicants have met various criteria to be eligible, which are often very close to the timing of the start of the J-1 program.