Here's the cop-out rules I use on my main linux box, simple, may mess some stuff up, but I haven't had a problem with them. They offer peice of mind. Google to figure them out. It's pretty mutch the same as the guys above.

iptables -A INPUT -d -p tcp --dport 22 -j ACCEPT # SSH, duh
iptables -A INPUT -d -p tcp --dport 1241 -j ACCEPT # nessus
iptables -A INPUT -m state --state NEW -t tcp --syn -j DROP

It certainly doesn't cover everything, but it's good enough for me. If any of the more experienced members out there wanna throw me some hints I'd be more than happy.