From LQWiki

While automated and graphical firewall configuration tools are available, there is much to be said for creating firewall configurations for your systems from scratch for fun and profit. As your needs grow, you will become intimately familiar with the capabilities and limitations of the firewalling, routing, and general packet filtering facilities implemented in the Linux 2.4.x and 2.6.x kernels.

Begin with a basic configuration for a workstation, or a nat/gateway for your home network.

See also

• A_basic_firewall_configuration_suitable_for_a_gateway/nat
• A_basic_firewall_configuration_suitable_for_a_workstation