This is a +1 for Easy Firewall Generator for iptables.
Of course any self-respecting sysadmin should be able to set up iptables, but sometimes starting off can be tricky. So I use the this website, which lets you define the basics using a handful of checkboxes, and it generates a script that configures your computer’s iptables firewall.
It works for single hosts and servers that do NAT, and includes protection against a great many nasties.
Once you have this, it’s then an easy task to hand-configure the result to your heart’s content.
Jonathan Gazeley 