If you plan to leave the U.S. to visit another country, you must have the following documents in order to return to the U.S.
Valid Visa unless exempt from visa requirements
Valid I-20 with a valid signature by the International Student Affairs Coordinator on page 3. The coordinator’s signature on page 3 is valid for one year.
See FAQ from Immigration and Customs Enforcement (ICE) about travel and re-entry at http://www.ice.gov/sevis/travel/faq_f2.htm.