Devices and methods for stimulating nerves, such as peripheral nerves are described. Some devices can include small cross-section lead bodies having one or more electrodes in the round distal portion, the electrodes having a substantially planar surface within the distal portion of the lead which is suitable for placement through a cylindrical needle intended to access a spinal region of a patient. Some lead electrodes are covered with a hydrophilic coating at least about 0.001 inches thick. The hydrophilic coating may include a steroid and/or a GABA (gamma-aminobutyric acid) agonist which can elute or diffuse over time, away from the electrode.