An atherectomy device with an exchangeable drive shaft is disclosed, having a mechanical coupling that can allow for axial translation of the drive shaft while keeping the drive shaft rotationally locked to the prime mover. The coupling is geometrically keyed, with one side of the coupling having an aperture with a particular internal cross-section, and the other side of the coupling having an external cross-section that matches all or a part of the corresponding internal cross-section. Key shapes may be hexagonal, square, n-sided polygonal, star-shaped, or any other suitable shape. The keys may optionally include one or more rounded corners to simplify manufacturing. Axial motion may be locked by an optional twist-lock connection of two elements that surround the keyed coupling.