Martin F. Krafft blogged about how to rollback firewall changes in the case you managed to lock yourself out from the box

It's even easier if you use my Pyroman firewall config tool. (apt-get install pyroman). If you run pyroman safe it will execute the new firewall rules - and if you don't type OK within 30 seconds, it will undo all changes. Note that it can also restore to a configuration set by a different firewall app. (It just restores the old iptables state and feeds it back to iptables - it will support anything your iptables version does.)

Oh, and it's much faster than the other firewall scripts I've tested so far, since it doesn't spawn hundreds of iptables processes, but only one iptables-restore for setting the new rules in one transaction.

Check the web page for other benefits; should just work on any Linux distribution with iptables and python (read: every).

[Update: Martin, I was referring to the instructions you gave, to adding an at job and then running atrm to accept the changes. Yeah, what you script does is basically the same what mine does for rollback.]