Provided are coated sleeved oil and gas well production devices and methods of making and using such coated sleeved devices. In one form, the coated sleeved oil and gas well production device includes an oil and gas well production device including one or more bodies and one or more sleeves proximal to the outer or inner surface of the one or more bodies, and a coating on at least a portion of the inner sleeve surface, outer sleeve surface, or a combination thereof, wherein the coating is chosen from an amorphous alloy, a heat-treated electroless or electro plated based nickel-phosphorous composite with a phosphorous content greater than 12 wt %, graphite, MoS2, WS2, a fullerene based composite, a boride based cermet, a quasicrystalline material, a diamond based material, diamond-like-carbon (DLC), boron nitride, and combinations thereof. The coated sleeved oil and gas well production devices may provide for reduced friction, wear, erosion, corrosion, and deposits for well construction, completion and production of oil and gas.