First of all, the Riemann-Hurwitz formula with $\chi<0$ implies that for every self-covering $d=1$ so it is an automorphism. The only punctured surfaces with $\chi\geq 0$ are torus, sphere, and sphere with one or two punctures. For torus and sphere with two punctures self-coverings are easy to describe, for the rest, they are just automorphisms.
On the other hand the group of holomorphic automorphisms when $\chi<0$ is finite, and a generic Riemann surface has none.
If you mean just topological self-coverings, then you can construct them. All compact surfaces of given genus $g$ are homeomorphic. Take one which has holomorphic automorphisms and transplant them to your surface. The number of holomorphic automorphisms of a surface of genus $g>1$ is at most $84g$, where $g$ is the genus.