> No secure server is complete without a firewall.
Comments like those are why I normally point people to actual security expects (like, say, Schneier), and why I recommend that new admins should ignore as much as possible the practices chanted by the industry. A secure server does not need a firewall. A firewall can be used to secure a server against a specific threat, but that's it. The days of ping of death are behind us.
I would like to point out that following the article's guide and firewalling away ICMP, you can end up with a lot of trouble. (see http://serverfault.com/questions/84963/why-not-block-icmp). Some ICMP messages are not blocked by default by ufw, so I'm unsure how damaging ufw is when used like this.
At any rate, a Firewall is a block. A new fresh server install won't have ports that needs to be blocked. By putting up a firewall, there is nothing to be gained. Before the firewall, the ports are closed. After adding the firewall, the ports are closed. All that is gained is a hurdle the next time one wants to install something like a monitor tool (like Munin), or a new service.
It might be useful as a last line of defense against malware regarding outgoing traffic. I am normally against that kind of thing however (as focusing on the cause is better than the effect). At best, one can catch a spam malware, but any bot net, web server, ddos or other type of malware are untouched by the rules (port 80 and 443 is allowed). If the server has email sending configured so root message can be sent, then the spam malware can use that route and the firewall will just sit there.
So let's take a newly installed machine. What threats can be identified and what risks are we trying to mitigate with the help of this firewall (as specified by the article)? The only thing I can think of is either a Zero day TCP/IP stack vulnerability (not a realistic threat), or that the admin doesn't trust the other admins when they install new services. Yes, if an admin installs a new email server and enables relaying to the whole world against the explicit recommendation in bold font by the install wizard and the configuration file, a firewall can block that admins' actions. Then again, that same admin could just as well have disabled the firewall to "get the mail to work", so I'm not sure it's a viable defense against bad admins.