There is enough material on firewall configuration and design to fill a whole book, and indeed here are some good references that you might like to read to expand your knowledge on the subject:
Real World Linux Security, Second Edition
by Bob Toxen (Prentice Hall). A great book with broad coverage of many security topics, including firewalls.
Building Internet Firewalls, Second Edition
by E. Zwicky, S. Cooper, and D. Chapman (O'Reilly). A guide explaining how to design and install firewalls for Unix, Linux, and Windows NT, and how to configure Internet services to work with the firewalls.
Firewalls and Internet Security, Second Edition
by W. Cheswick, S. Bellovin, and A. Rubin (Addison Wesley). This book covers the philosophy of firewall design and implementation.
Practical Unix & Internet Security, Third Edition
by S. Garfinkel, G. Spafford, and A. Schwartz (O'Reilly). This book covers a wide variety of security topics for popular Unix variants (including Linux), such as forensics, intrusion detection, firewalls, and more.
Linux Security Cookbook
by D. Barrett, R. Silverman, and R. Byrnes (O'Reilly). This book provides over 150 ready-to-use scripts and configuration files for important security tasks such as time-of-day network access restrictions, web server firewalling, preventing IP spoofing, and much more.
Linux iptables Pocket Reference
by G. Purdy (O'Reilly). This book covers firewall concepts, Linux packet processing flows, and contains a complete reference to the iptables command, including an encyclopedic reference to match and target extensions, that you can use for advanced applications.