Zenn,
I have found Robert L. Ziegler's book "Linux Firewalls" 2nd Edition
published by New Riders very informative and it provides an in-depth
coverage of iptables/netfilter.
Robert has provided some really good example that you can user
immediately (depending on your network setup). The concepts are
introduced and once you understand that the world of iptables becomes so
much easier.
For example, I have wrote my own user-defined chains which I learnt how
to do from reading the section on "Firewall Optimisation."
I hope that this may help you.
Santos