A stimulation lead can include segmented electrodes arranged in a single or double helix or other helical arrangement. In one method of manufacture, an electrode carrier with segmented electrode receiving openings is used. Another method employs a connected framework of helically arranged pre-electrodes that are separated during manufacture. Yet another method employs a mold to generate a planar carrier over the segmented electrodes followed by rolling the carrier into a cylinder. A further method includes forming an electrode assembly by alternative segmented electrodes with non-conducting spacers.