There are a number of different approaches to do so. Talapin and co-authors primarily pioneeered the method of gradually distabilizing the nanoparticle dispersion using a poor solvent.

Shevchenko, E., Talapin, D., Kornowski, A., Wiekhorst, F., Kötzler, J., Haase, M., … Weller, H. (2002). Colloidal Crystals of Monodisperse FePt Nanoparticles Grown by a Three-Layer Technique of Controlled Oversaturation. Adv. Mater., 14(4), 287–290. doi:10.1002/1521-4095(20020219)14:43.0.CO;2-6

The nanoparticles then "precipitate" from the dispersions into large supercrystals/mesocrystals. Also check out this Zhang and Smilgies paper, they have some stuff on octahedral particles.

Zhang, J., Luo, Z., Quan, Z., Wang, Y., Kumbhar, A., Smilgies, D.-M., & Fang, J. (2011). Low Packing Density Self-Assembled Superstructure of Octahedral Pt(3)Ni Nanocrystals. Nano Lett., 11(7), 2912–2918. doi:10.1021/nl201386e

There is also this review by Grzybowski:

Bishop, K. J. M., Wilmer, C. E., Soh, S., & Grzybowski, B. A. (2009). Nanoscale forces and their uses in self-assembly. Small, 5(14), 1600–1630. doi:10.1002/smll.200900358

Where you can find a ton of other references:

I myself have primarily worked with evaporative assembly. Check out my thesis, it also contains some description of the drop-casting procedure and also a little summary with references of different methods.

Find it here:

http://www.diva-portal.org/smash/get/diva2:648779/FULLTEXT01.pdf