Devices and methods for providing protection from embolisms and microembolisms in a subject undergoing catheter-based intravascular procedures. The embolic protection devices have an expandable support frame comprising U-shaped members and leg members which facilitate proper placements in a defective valve annulus. The filtering devices expand in the vessels and allow blood flow to continue through the vessels, thereby catching and removing debris of the flowing blood. Also disclosed are embolic protection devices for use with a sutureless valve prosthesis which is implanted via catheter-based methods.