Yeast cells are 5um wide (0.000005 meters). That is actually large compared to many other microbes like bacteria. They are not hard to filter, but because there are so many, they clog filters quickly.
The best way to minimize the amount of yeast in your beer is to chill the fermentor, and then add gelatin (or other finings). Gelatin will speed up the clearing process. If you can get the fermentor to 0C for a few days, the yeast will fall to the bottom and form a hard "cake" there. When the yeast has all fallen to the bottom, you can bottle or transfer to keg. Just be careful not to agitate the yeast back into suspension. At this point, there is still yeast in suspension (though, invisible to the eye), so if you're bottling no worries, there is still enough yeast to carbonate the beer.
There are filters made for beer and wine are called plate filters. I have one of these. You need to use CO2 to force the beer through the filter. For those who keg their beer, this process is fairly simple. If you're bottling your beer, not so simple! Even if you have a plate filter, you still need to go through the above process or the filter will clog very quickly.