Given vertex valencies admissible for a self-dual polyhedral graph, we describe an algorithm to explicitly construct such a polyhedron. Inputting in the algorithm permutations of the degree sequence can give rise to non-isomorphic graphs. As an application, we find as a function of $n\geq 3$ the minimal number of vertices for a self-dual polyhedron with at least one vertex of degree $i$ for each $3\leq i\leq n$, and construct such polyhedra. Moreover, we find a construction for non-self-dual polyhedral graphs of minimal order with at least one vertex of degree $i$ and at least one $i$-gonal face for each $3\leq i\leq n$.