As a CentOS user, Ubuntu was driving me crazy with no /etc/sysconfig/iptables and this odd workaronud where you are to create multiple files to load on boot in order to save your iptables. Then I found iptables-persistent

1. Install iptables-persistent

   root monitoring:~# apt-get install iptables-persistent
   

2. Now configure your iptables (for v4… if using v6, replace end of filename)

   root monitoring:~# vi /etc/iptables/rules.v4
   

Now when I reboot, the appropriate rules are in place.