Ive encoutnered a few, Ill list the pros and cons:
kmyfirewall - Uses kde libs, pretty easy, I found it to be abit unstable tho but thats prolly already fixed. Its very specific to sysV style init tho so on Slackware or Gentoo it requires extra work.
firestarter - needs gnome libs, mostly GTK related tho, very simple and effective to configure. The downside is that for some odd reason it doesn't seem to support blocking UDP ports. I used this for a long time before I realised that the UDP front was totally open.
fwbuilder - The most powerful of them all, takes a while to get the hang of it tho, but after that its easier for the more complex blocking rules. I used it untill I needed NATting and could not quite figure out how to do it with fwbuilder.. So, since then ive been using a handmade script.. (:
fwbuilder is the surest way to get a good firewall up, and it has very nice templates to begin working upwards from, but it is aimed for corporate use mainly, so its abit hard to figure out first. But once you get the hang of it its absolutely the best frontend there is.