Methods for making a loaded catheter assembly for delivering a self-expanding stent where the self-expanding stent is carried in a compressed state and the compressed stent has an inside diameter smaller than the outside diameter of the catheter distal tip. The methods can utilize catheter sub-assemblies lacking already attached tips or having partially formed distal tips. A stent can be proximally and co-axially slid over the distal end of the catheter shaft and constrained by a retractable sheath disposed co-axially about the compressed stent. The catheter distal tip can be added or more fully formed after the loading of the stent. Some catheters include a preformed distal conical tip held in position by a heat-shrink film. Other catheters have an elastomeric distal tip waist for slipping over and engaging an outward projection on the catheter shaft distal region. Some catheters are adapted to engage catheter shaft distal threaded regions.