have a box acting as an interface running nothing at all except internet connection stuff, so that everything on the internal network is hidden behind it.
you might want to try apt-get install firestarter, if you're running woody (might be in potato). It's possibly the easiest firewall s/w you cound ever use (i.e. takes about 30 seconds). Of course, a custom hand-written script is best, but to get a home connection going I'd highly recommend it. You'll need a 2.4.x kernel, though, as it uses iptables.
Of course, it's a bit overkill on dial-up! I tend to leave mine connected from friday 6pm to monday 8am (as it's free), so I use it 'just in case'. Also it means my laptop (which has no modem) can have net access.