IPtables primer -save configuration

Source
Saving your configuration
Now that you have iptables set up the way you like, how do you save your changes ?

Method 1 "iptables-save"

With iptables-save and iptables-restore
Save your configuration to /etc/iptables.rules

iptables-save > /etc/iptables.rules

To restore, edit /etc/rc.local and add this command anywhere above the line "exit 0"

iptables-restore < /etc/iptables.rules

Note: No need for sudo in that command, /etc/rc.local runs at root at the time of boot.

See Ubuntu Wiki IPtables for tips on using iptables scripts and also in conjunction with Network Manager

Method 2 - Debian / Ubuntu : Add a line to /etc/network/interfaces.

With this method you will need to save your rules ( with iptables-save > /etc/iptables.save ) as above. Then disable NetworkManager and manually configure your network.
As you do these steps you will temporarily loose your internet connection.
Start by removing Network Manager:

sudo apt-get remove -purge network-manager network-manager-gnome

Stop networking:

service networking stop

Using any editor, open /etc/network/interfaces. We will use dhcp or a static IP address, and add a line "post-up" to bring our iptables rules up.

DHCP :

auto lo
iface lo inet loopback

auto eth0
iface eth0 inet dhcp
post-up /sbin/iptables-restore /etc/iptables.save

Static IP :

auto lo
iface lo inet loopback

auto eth0
iface eth0 inet static
address 192.168.0.10
netmask 255.255.255.0
broadcast 192.168.0.255
gateway 192.168.0.1
post-up /sbin/iptables-restore /etc/iptables.save

Using any editor, edit /etc/resolv.conf and add in your nameserver :

nameserver 192.168.0.1

Restart networking :

sudo service network start

Method 3 - Fedora / Centos.

With Fedora or Centos you can simiply save your changes (as root) with :

service iptables save

This command saves your current iptables rules and they will be restored on (re)boot.

Method 4 - Use a command line or graphical tools.

There are several tools to help manage your firewall. In Debian/Ubuntu use UFW / GUFW. On Fedora Desktops use the graphical tool (in the menu). Alternately you may use any number of tools to configure your firewall.