Mine

#!/bin/sh

LAN="eth1"
INTERNET="eth0"
IPTABLES="/sbin/iptables"

# Kernel monitoring support
# More information:
# /usr/src/linux-`uname -r`/Documentation/networking/ip-sysctl.txt
# http://www.linuxgazette.com/book/view/1645
# http://www.spirit.com/Network/net0300.html

# Drop ICMP echo-request messages sent to broadcast or multicast addresses
echo 1 > /proc/sys/net/ipv4/icmp_echo_ignore_broadcasts

# Drop source routed packets
echo 0 > /proc/sys/net/ipv4/conf/all/accept_source_route

# Enable TCP SYN cookie protection from SYN floods
echo 1 > /proc/sys/net/ipv4/tcp_syncookies

# Don't accept ICMP redirect messages
echo 0 > /proc/sys/net/ipv4/conf/all/accept_redirects

# Don't send ICMP redirect messages
echo 0 > /proc/sys/net/ipv4/conf/all/send_redirects

# Enable source address spoofing protection
echo 1 > /proc/sys/net/ipv4/conf/all/rp_filter

# Log packets with impossible source addresses
echo 1 > /proc/sys/net/ipv4/conf/all/log_martians

# Flush all chains
$IPTABLES --flush

# Allow unlimited traffic on the loopback interface
$IPTABLES -A INPUT -i lo -j ACCEPT
$IPTABLES -A OUTPUT -o lo -j ACCEPT

# Set default policies
$IPTABLES --policy INPUT DROP
$IPTABLES --policy OUTPUT DROP
$IPTABLES --policy FORWARD DROP

# Previously initiated and accepted exchanges bypass rule checking
$IPTABLES -A INPUT -m state --state ESTABLISHED,RELATED -j ACCEPT
$IPTABLES -A OUTPUT -m state --state ESTABLISHED,RELATED -j ACCEPT

# Allow incoming port 22 (ssh) connections on LAN interface
$IPTABLES -A INPUT -i $LAN -p tcp --destination-port 22 -m state \
--state NEW -j ACCEPT

# Allow incoming port 3128 (squid) connections on LAN interface
$IPTABLES -A INPUT -i $LAN -p tcp --destination-port 3128 -m state \
--state NEW -j ACCEPT

# Allow ICMP ECHO REQUESTS on LAN interface
$IPTABLES -A INPUT -i $LAN -p icmp --icmp-type echo-request -j ACCEPT

# Allow DNS resolution
$IPTABLES -A OUTPUT -o $INTERNET -p udp --destination-port 53 -m state \
--state NEW -j ACCEPT
$IPTABLES -A OUTPUT -o $INTERNET -p tcp --destination-port 53 -m state \
--state NEW -j ACCEPT

# Allow ntp synchronization
$IPTABLES -A OUTPUT -o $INTERNET -p udp --destination-port 123 -m state \
--state NEW -j ACCEPT

# Allow Squid to proxy http, https, and AIM traffic
$IPTABLES -A OUTPUT -o $INTERNET -p tcp --destination-port 80 -m state \
--state NEW -j ACCEPT
$IPTABLES -A OUTPUT -o $INTERNET -p tcp --destination-port 443 -m state \
--state NEW -j ACCEPT
$IPTABLES -A OUTPUT -o $INTERNET -p tcp --destination-port 5190 -m state \
--state NEW -j ACCEPT

# Have these rules take effect when iptables is started
/sbin/service iptables save