A method is provided for making a heat treated (HT) coated article including an electrode, to be used in applications such as electrochromic (EC) windows, insulating glass (IG) window units, photovoltaic applications, touch panels, electronic devices, or any other suitable application. Certain embodiments of this invention relate to a method of making a coated article including a step of heat treating a substrate (e.g., glass substrate) coated with at least a transparent conductive oxide (TCO) layer of or including a material such as indium tin oxide (ITO) and an overlying film. In certain example embodiments, from the TCO outwardly, the overlying film may be of or include any combination of two, three or four of the following: (i) a gettering and/or doping layer(s); (ii) a stabilizing layer(s); (iii) a release layer(s); and (iv) an oxygen blocking or barrier layer. Following and/or during heat treatment (e.g., thermal tempering or the like) the protective film may be entirely or partially removed. Other embodiments relate to the pre-HT coated article, or the post-HT coated article.