Well, if you bring your network up before the firewall, then there's a small window of time where your network is wide open. You COULD bring up ip tables after the network is up, but it's probably bad practice to do so. If you were to do that, check the rc.d directory:
lrwxr-xr-x 1 root root 18 Jun 2 2008 S08iptables -> ../init.d/iptables
lrwxr-xr-x 1 root root 17 Jun 2 2008 S10network -> ../init.d/network
Those 'S' scripts are the things run at startup. They run in order from S00 - S99. You could rename the scripts
lrwxr-xr-x 1 root root 17 Jun 2 2008 S08network -> ../init.d/network
lrwxr-xr-x 1 root root 18 Jun 2 2008 S10iptables -> ../init.d/iptables
to force network to start first.
A better idea is probably to leave the scripts in the original order, and put required entries in /etc/hosts so iptables can resolve what it needs to.