Some metal oxides can be thermally evaporated or sputtered. Some metal oxides can be deposited by pyrolysis method. It very much depends what kinds of metal oxides you want to use?
Depend on the type of oxide you would like to deposit, the methods vary. Low-cost solution based methods include hydrothermal, electrodeposition and electrospray, electrospin etc. The deposits you get should be followed by annealing at desired temperature.
As both Xuhua Wang and Gul Rahman have pointed out, it will very much depend on the metal oxide film.
Furthermore, what is your objective? Do you want the film to be as thin as possible, have outstanding insulating properties, high reproducibility, low cost or complexity, etc.?