Filter library test

Have you visited Reference page? If so, than you should know that returned by micros() value is :
http://arduino.cc/en/Reference/Micros

Returns

Number of microseconds since the program started (unsigned long)

Than, you have also call to the plot() inside the loop, why you don't measure a time?
Third, serial print is slow, change your sketch in a way, that you keep timing measurements results in global variables, for example time_filter, time_plot etc, and print results ONLY by request. Here is just an idea, not working code for you:

void loop()
{
//  Serial.print("time_sample: ");     //time measurement and serial print
  time_start = micros();              //time measurement and serial print
  Filter.run(data1);                  //time measurement and serial print
  time_filter = micros() - time_start; //time measurement and serial print
 // Serial.println(time_sampl);        //time measurement and serial print
    
  time_start = micros();              //time measurement and serial print
  data1 = analogRead(0);
  data2= Filter.run(data1);
  data3 = analogRead(2);
  data4 = analogRead(3);
  time_sampl = micros() - time_start; //time measurement and serial print
 
 time_start = micros();              //time measurement and serial print
    plot(data1,data2,data3,data4);   //Plots 4 channels of data
 time_plot = micros() - time_start; //time measurement and serial print

  //CONSOLE COMMAND LINE INTERFACE 
  if (Serial.available() > 0) {
    incomingByte = Serial.read();
    if (incomingByte == 'm') {             // FREE MEMORY BYTES 
      Serial.println(freeRam());
    }
    if (incomingByte == 'x') {
      for (int i = 0; i < FFT_SIZE; i++){
        Serial.print("\t");
        Serial.print( xin[i], DEC );
        if ((i+1)%16 == 0) Serial.print("\n");
      } 
      Serial.print("\n");
    }
  }

}

And last, doing measurements of sampling, you should discover that analogRead takes ~120 usec each, about 500 usec by 4 reads, so if loop contains sampling and nothing else inside, your maximum sampling rate is 2 kHz