Thank you all for the links and hints.
What I was really looking for was the debian way of doing things, which
I managed to locate in the "Securing Debian Manual" [1]. According to
this, the iptables initd script should be used. However, the
author/package-maintainer disapproves this method:
(from /etc/default/iptables:)
"..
#Q: You concocted this init.d setup, but you do not like it?
# A: I was pretty much hounded into providing it. I do not like it.
# Don't use it. Use /etc/network/interfaces, use /etc/network/*.d/
# scripts use /etc/ppp/ip-*.d/ script. Create your own custom
# init.d script -- no need to even name it iptables. Use ferm,
# ipmasq, ipmenu, guarddog, firestarter, or one of the many other
# firewall configuration tools available. Do not use the init.d
# script.
.."
The whole thing is a little comfusing (to novice guys like I). There is
a manual referring to the use of the script, while the very author of
the script discourages the use of it. It seems as a matter of personal
taste, but I think he could at least have explained his reasons.
Anyway, I decided to follow the procedures in the manual.