I used to rely on ifupdown to bring up my iptables firewall automatically using a config like this in /etc/network/interfaces:

allow-hotplug eth0
iface eth0 inet dhcp
    pre-up /sbin/iptables-restore /etc/network/iptables.up.rules
    pre-up /sbin/ip6tables-restore /etc/network/ip6tables.up.rules

allow-hotplug wlan0
iface wlan0 inet dhcp
    pre-up /sbin/iptables-restore /etc/network/iptables.up.rules
    pre-up /sbin/ip6tables-restore /etc/network/ip6tables.up.rules

but that doesn't seem to work very well in the brave new NetworkManager world.

What does work reliably is a "pre-up" NetworkManager script, something that gets run before a network interface is brought up. However, despite what the documentation says, a dispatcher script in /etc/NetworkManager/dispatched.d/ won't work on my Debian and Ubuntu machines. Instead, I had to create a new iptables script in /etc/NetworkManager/dispatcher.d/pre-up.d/:

#!/bin/sh

LOGFILE=/var/log/iptables.log

if [ "$1" = lo ]; then
    echo "$0: ignoring $1 for \`$2'" >> $LOGFILE
    exit 0
fi

case "$2" in
    pre-up)
        echo "$0: restoring iptables rules for $1" >> $LOGFILE
        /sbin/iptables-restore /etc/network/iptables.up.rules >> $LOGFILE 2>&1
        /sbin/ip6tables-restore /etc/network/ip6tables.up.rules >> $LOGFILE 2>&1
        ;;
    *)
        echo "$0: nothing to do with $1 for \`$2'" >> $LOGFILE
        ;;
esac

exit 0

and then make that script executable (otherwise it won't run):

chmod a+x /etc/NetworkManager/dispatcher.d/pre-up.d/iptables

With this in place, I can put my iptables rules in the usual place (/etc/network/iptables.up.rules and /etc/network/ip6tables.up.rules) and use the handy iptables-apply and ip6tables-apply commands to test any changes to my firewall rules.

Looking at /var/log/iptables.log, you'll be able to confirm that it is being called correctly for each network interface as they are started.