We report a simple, reliable method to grow high quality BaFe$_{2-x}$Co$_x$As$_2$ single crystal samples without using any fluxing agent. The starting materials for the single crystal growth come from well-crystallized polycrystalline samples and the highest growing temperature can be 1493 K. The as-grown crystals have typical dimensions of 4$times3times$0.5 mm$^3$ with c-axis perpendicular to the shining surface. We find that the samples have very large current carrying ability, indicating that the samples have good potential technological applications.