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Filtering Outgoing Packets
Local Source Address Filtering
Remote Destination Address Filtering
Local Source Port Filtering
Remote Destination Port Filtering
Outgoing TCP Connection-State Filtering
Private Versus Public Network Services
Filtering outgoing messages also allows you to run LAN services without leaking out into the Internet where these packets don't belong. It's not only a question of disallowing external access to local LAN services. It's also a question of not broadcasting local system information out unto the net. Examples of this would be if you were running a local dhcpd, timed, routed or rwhod server for internal use. Other obnoxious services might be broadcasting wall or syslogd messages.
Another area is blocking mischief originating from your machines. A year ago, I was taking a somewhat cavalier approach to outgoing filters in a Usenet security discussion. Someone wrote to tease me that I obviously didn't have teenage children[el].
A related source is some of the older personal computer software which sometimes ignores the Internet service port protocols and reserved assignments. This is the personal computer equivalent of running a program designed for LAN use on an Internet-connected machine.