Iptables is a command it’s not a service, so generally it’s not possible to use commands like

service iptables start

or

service iptables stop

in order to start and stop the firewall, but some distros like centos have installed a service called iptables to start and stop the firewall and a configuration file to configure it.
Anyway it’s possible to make a service to manage ipotables editing or installing a script for this scope.
All services in linux, ubuntu is not an exception, are executable scripts inside /etc/init.d folder, that implements a standard interface (start,stop,restart)
A possible script looks like this:

 #!/bin/sh -e
 ### BEGIN INIT INFO
 # Provides:          iptables
 # Required-Start:    mountvirtfs ifupdown $local_fs
 # Default-Start:     S
 # Default-Stop:      0 6
 ### END INIT INFO

 # July 9, 2007
 # James B. Crocker <[email protected]>
 # Creative Commons Attribution - Share Alike 3.0 License (BY,SA)
 # Script to load/unload/save iptables firewall settings.

 PATH="/usr/local/sbin:/usr/local/bin:/sbin:/bin:/usr/sbin:/usr/bin"

 IPTABLES=/sbin/iptables
 IPTABLES_SAVE=/sbin/iptables-save
 IPTABLES_RESTORE=/sbin/iptables-restore

 IPTABLES_CONFIG=/etc/iptables.conf

 [ -x $IPTABLES ] || exit 0

 . /lib/lsb/init-functions


 case "$1" in
 start)
    log_action_begin_msg "Starting firewall"
         type usplash_write >/dev/null 2>/dev/null && usplash_write "TIMEOUT 120" || true
    if $IPTABLES_RESTORE < $IPTABLES_CONFIG ; then
        log_action_end_msg $?
    else
        log_action_end_msg $?
    fi
         type usplash_write >/dev/null 2>/dev/null && usplash_write "TIMEOUT 15" || true
    ;;

 stop)
    log_action_begin_msg "Saving current firewall configuration"
    if $IPTABLES_SAVE > $IPTABLES_CONFIG ; then
        log_action_end_msg $?
    else
        log_action_end_msg $?
    fi
    log_action_begin_msg "Flushing ALL firewall rules from chains!"
    if $IPTABLES -F ; then
        log_action_end_msg $?
    else
        log_action_end_msg $?
    fi
    log_action_begin_msg "Deleting ALL firewall chains [Warning: ACCEPTING ALL PORT SERVICES!]"
    if $IPTABLES -X ; then
        $IPTABLES -P INPUT ACCEPT
        $IPTABLES -P FORWARD ACCEPT
        $IPTABLES -P OUTPUT ACCEPT
        log_action_end_msg $?
    else
        log_action_end_msg $?
    fi
    ;;

 save)
    log_action_begin_msg "Saving current firewall configuration"
    if $IPTABLES_SAVE > $IPTABLES_CONFIG ; then
        log_action_end_msg $?
    else
        log_action_end_msg $?
    fi
    ;;

 force-reload|restart)
    log_action_begin_msg "Reloading firewall configuration [Warning: POTENTIAL NETWORK INSECURITY DURING RELOAD]"
    $IPTABLES -F
    $IPTABLES -X
    if $IPTABLES_RESTORE < $IPTABLES_CONFIG ; then
        log_action_end_msg $?
    else
        log_action_end_msg $?
    fi
    ;;

 *)
    echo "Usage: /etc/init.d/iptables {start|stop|save|restart|force-reload}"
    exit 1
    ;;
 esac

 exit 0 

This script is part of this tutorial, all the commands to configure the firewall must be inserted, according to the script above, into /etc/iptables.conf file.
This script must be inserted into a file called iptables in /etc/init.d and make it executable using

chmod+x *iptables* 

and add the service to runlevels using

update-rc.d iptables defaults

You can add new rules from shell, these rules will be immediatly active and will be added to /etc/iptables.conf when service stops(it means them will be saved for sure when system shutdown).

I hope this will be helpful to everyone.