Personal Firewall is a tidy little set of scripts for implementing a pretty tight firewall on a machine that is connecting to an open (or otherwise untrusted) network. It is a set of scripts for allowing a minimal set of traffic (HTTP, DNS, DHCP, NTP, etc) immediately and then save the configuration to be persistent upon reboot.
Of course, add or delete services you do not need. For example, do you need Skype? If not, delete the Skype configuration from the script.
This link also contains a script to convert URLs to CIDR addresses. For example, the script will identify the IP address ranges of an unwanted website so that you can block it with the Personal Firewall.
The Personal Firewall uses iptables. So, it only works on a Linux machine. However, it could be of use for a home router running a Linux based firmware build such as OpenWRT.