I have a wonderful antique cathedral window quilt I use as a wall hanging up behind my bed. When I created the sleeve, I sewed the sleeve by hand so the stitches wouldn't show on the front.
I've also added sleeves by machine on other wall hangings that I could bury the stitches..... just made sure the stitch length was loose (3.0) so when I decide to remove the sleeve it will be easily accomplished with my seam ripper.