Right now I'm using firestarter, which leaves something to be desired. Also, I get the dreaded "An unknown error occurred" when starting firestarter, which is something that I think should stay in the world of windows.
I've found these:
There's Arno's script http://rocky.eld.leidenuniv.nl/
There's Bob Sully's script http://www.malibyte.net/iptables/scripts/fwscripts.html
There's even a script generator http://easyfwgen.morizot.net/gen/index.php
Then there's a big list with too many choices http://www.linuxguruz.com/iptables/
What do you say?