On my linux box I use iptables and now build my policy with fwbuilder. www.fwbuilder.org

It works quite well.

fwbuilder will generate a fw script. then just add that to your startup.

You can specify what you want logged per rule. Its just a front end for configuring iptables from hand. It can be a pain... so the GUI is nice. You can save your policy and edit it whenever. Just run the script to apply new rules. But, make sure to copy new script over to startup at each change.