I'm not so sure if "graphical firewall software" exists, unless you mean you just want a graphical frontend and the tool itself may be non-graphical. Basically I suggest you use iptables because it's builtin; you may use other programs in addition to that to do more. Firestarter is one graphical front-end (i.e. a nice window you use to create rules that iptables uses), and probably one of the most used. Google probably finds you the most used. But still you would be using iptables unless you find out something really different, but because iptables is part of the Linux kernel already, I suggest taking it into use.
Also for a server I usually discourage using graphical tools (or X for that matter), it's just waste of resources and running more programs means having more possible leaks. Learn to use command line when working on server, for example how you create iptables rules (scripts, for example, or command-line front-ends for iptables), and you'll save a lot of time and resources.