iptables is not always easy to deal with so I prefer to use Uncomplicated firewall (ufw) in Ubuntu, because it simplifies configuring and maintaining my firewall rules.

Unfortunately, ufw does not play nice with OpenVZ containers so I decided to find something else. In the end (after testing various things) I decided to install the package iptables-persistent which is not as sexy as ufw but gets the job done.

iptables-persistent uses two configuration files /etc/iptables-persistent/rules.v4 and /etc/iptables-persistent/rules.v6

both files can be generated during installation.

The a simple version of /etc/iptables-persistent/rules.v4 may look like this

*filter
#  Allows all loopback (lo0) traffic and drop all traffic to 127/8 that doesn't use lo0
-A INPUT -i lo -j ACCEPT
-A INPUT -i ! lo -d 127.0.0.0/8 -j DROP

# Allow all traffic from tun-devices (VPN)
-A INPUT -i tun+ -j ACCEPT

#  Accepts all established inbound connections
-A INPUT -m state --state ESTABLISHED,RELATED -j ACCEPT

#  Allows all outbound traffic
#  You could modify this to only allow certain traffic
#  This is in addition to allowing established and related traffic as listed above
-A OUTPUT -j ACCEPT

# Allows HTTP and HTTPS connections from anywhere (the normal ports for websites)
-A INPUT -p tcp --dport 80 -j ACCEPT
-A INPUT -p tcp --dport 443 -j ACCEPT

#  Allows SSH connections from trusted-host only - drop the rest
-A INPUT -p tcp --dport 22 -s 1.2.3.4 -j ACCEPT

# Allow ping
-A INPUT -p icmp -m icmp --icmp-type 8 -j ACCEPT

# log iptables denied calls
-A INPUT -m limit --limit 5/min -j LOG --log-prefix "iptables denied: " --log-level 7

# Drop all other inbound - default deny unless explicitly allowed policy (change to REJECT of you which to reject packets instead of dropping them)
-A INPUT -j DROP
-A FORWARD -j DROP

COMMIT

After making changes to your rules files, apply them by running

$ sudo service iptables-persistent reload