Electrode devices having directional electrodes for use in deep brain stimulation or other uses. In one aspect, an electrode assembly comprises an elongate lead and a lead guide that are engageable with each other in a coaxial relationship. When the elongate lead and the lead guide are engaged with each other, the two components are rotationally fixed in relation to each other. In another aspect, an elongate lead comprises a radiologically-visible feature for indicating the orientation of the elongate lead. In yet another aspect, an electrode system is capable of determining the position and/or orientation of an electrode positioned within a body. In other aspects, methods for electrically stimulating a target site in the body are disclosed.