I have been fiddling with setting up both iptables and tor on my local machine.  Most of it was fairly easy to do, once I dedicated the time to actually do it. Configuring both "at the same time" also made things easier for me, but YMMV.  Regardless, it did take quite a while researching, tweaking and testing - most of that time was spent on the iptables front for me.

I ended up doing this incrementally.  The major 5 steps I went through were:

1. Created a basic incoming (INPUT) firewall - enforcing
2. Installed tor + torsocks and aliased a few commands to run with torsocks
3. Created a basic outgoing (OUTPUT) firewall - permissive
4. Make the outgoing firewall enforcing
5. Migrate the majority of programs and services to use tor.

Some of these overlapped time-wise and I certainly revisited the configuration a couple of times.  A couple of things, that I learned:

• You probably want to have a look at "netstat --listen -put --numeric" when you write your INPUT firewall.
• The tor developers have tried a lot to make things easy.  It is scary how often "torsocks program [args]" just works(tm).
  • That said, it does not always work.
• Tor and iptables (OUTPUT) can have a synergy effect on each other.
  • Notably, when it is easier to just "torsocks" a program than adding the necessary iptables rules.
• Writing iptables rules become a lot easier once:
  • You learn how to iptables's LOG rule
  • You use sensible-editor + iptables-restore or something like puppet's firewall module