Methods are provided for shape-setting hyperelastic, single-crystal shape memory alloy (SMA) material while preserving the hyperelastic properties of the material. A wire or rod of a single crystal shape memory alloy material is heated to an annealing temperature (Ta). While maintained at the annealing temperature, the wire or rod is shaped by driving the wire or rod and a shaping form together into contact with each other, and the shaped wire or rod is quenched in a quenching medium virtually simultaneously with the shaping.