The recent developments in optics and photonics require novel, simple and fast methods of fabrication of miniaturized integrated devices with well controlled optical functions. Among other optical elements, microlenses or microcavities integrated on optical fibers, waveguides of miniaturized laser sources revealed of great interest due to their applications for coupling, focusing of collimating light. A simple and low cost technique to implement a polymer micro-component at the extremity of optical fiber was proposed. The process is based on a spatially controlled photopolymerization that is induced by a laser beam emerged from the optical fiber. Thus, the microlens is directly aligned with the fiber core. The polymer tips have shown to exhibit various shapes as a function of the photonic parameters and the chemical composition of formulation. In this paper, we will detail the mechanisms leading to the building up of the polymer microtips by self-guiding polymerization and we will illustrate the great flexibility of this process in terms of materials, geometry and writing wavelength. Then we will focus on some applications in optical coupling between fibers and sensors in order to demonstrate the interest of this simple and flexible approach for polymer micro-optics implementation.