You can try starting with a simple stateful firewall.
-A INPUT -m conntrack --ctstate RELATED,ESTABLISHED -j ACCEPT
-A INPUT -i lo -j ACCEPT
-A INPUT -m conntrack --ctstate INVALID -j DROP
-A INPUT -p icmp -m icmp --icmp-type 8 -m conntrack --ctstate NEW -j ACCEPT
-A INPUT -p udp -m conntrack --ctstate NEW -j UDP
-A INPUT -p tcp --tcp-flags FIN,SYN,RST,ACK SYN -m conntrack --ctstate NEW -j TCP
-A INPUT -p udp -j REJECT --reject-with icmp-port-unreachable
-A INPUT -p tcp -j REJECT --reject-with tcp-reset
-A INPUT -j REJECT --reject-with icmp-proto-unreachable
Then modify it to suit your needs. Allow some services through, implement some egress filtering.