The present invention provides, in certain aspects, devices and methods for protecting the body from downstream embolization. In one embodiment, a distal protection device comprises a shaft and a jacket with the shaft being received within the jacket. The device also includes a filter, which is supported by a wire cone that has one end attached to the jacket and an opposite end attached to the shaft. The shaft is rotatable relative to the jacket to reduce the size of the cone for capturing embolic debris within the wire cone. The invention also provides such devices in combination with instruments (e.g., balloon stent catheters) for treating stenosis and other similar conditions.