I narrow hem the ends, then press the sleeve almost in half, leaving about 1/2 inch extra to build some slack into the sleeve so the quilt will hang better on the rod.
I then fold the sleeve raw edges together and baste to the back of the quilt with the short side facing the quilt. I will hand stitch the fold to the back of the quilt after binding.
I then stitch the binding on in the usual way - for me, that's machine stitched to the back, then top-stitched on the front. This also works if you are machine stitching to the front, just be careful not to catch a fold of the sleeve in the process of machine stitching. This is a nice, quick way to add a sleeve since you don't have to hand stitch it on both sides!
And here is the quilt that was being finished up! This was supposed to be my entry for the second Project Quilting challenge this year. I didn't get it done in time, but I did finally finish today - isn't it pretty? Available in my Etsy Shop