Can somebody recommend a linux firewall that supports outbound connections similar to what Zone Alarm and Kerio Personal Firewall do under windows?

The closest I could find were Pyrewall, Astaro, and Firestarter. However, Pyrewall appears to still be in the planning stage, Astaro seems to rely upon the application being configured to call an application proxy, and the manual for Firestarter doesn't give any hint of application specific rules.

I realize the conventional viewpoint is that iptables/netfilter is sufficient, but if nothing else I want it to protect myself when running windows applications under Wine.

Suggestions?

The only thing I can think of that will 'filter' your outbound connection, is with the use of ipchains/tables. They're extremely usefull, and, although I'm not quite sure what you're trying to accomplish, they should hopefully be good enough for the job. You shouldn't need to download it, since they come with the kernel (2.4.20 kernel has built in ipchains/tables, not module). Also, with the snort rule set, you can set up some pretty nifty rules for your outbound, and incoming traffic.

On a side note, if you're running an application on wine, which isn't opensource and is an installer, I'd suggest putting it in a chroot jail, incase it might pose any threat of intrusion.

-exception

I myself use iptables/ipchains for inbound and outbound firewall configurations. Very effective.