Vascular embolic filtering devices and systems, as well as methods for using the same, are provided. The embolic filtering device includes a guide wire and an associated embolic filter for capturing emboli created during interventional procedures within a target vessel. Features of the subject devices and system provide for delivering of the guide wire independently of the filter, rotating of the guide wire with respect to the filter and limiting or preventing the proximal translation of the filter with respect to the guide wire. The embolic filter is attached to a sheath having either a shorter-length configuration or an extended-length configuration. The guide wire comprises a proximal stop mechanism engageable with the sheath to limit at least the proximal translation of the embolic filter. The subject embolic filter systems provide such guide wires and embolic filters, as well as and an embolic filter delivery, deployment and removal assembly. The methods of the present invention provide for the use of the subject devices and systems.