> > Personally I suggest allowing the following ICMP types:
> >          0      Echo Reply
> >          3      Destination Unreachable
> >         11      Time Exceeded
> >         12      Parameter Problem

0 is optional but useful, 11 can be used for certain kinds of DoS attack 
against some hosts.

> > and dropping the rest (you must allow ICMP type 3).
> 
> Why must type 3 be allowed?

It makes it possible to use TCP. Path MTU discovery requires destination
unreachable

> Wouldn't it make it harder to do portscans and similar things, if one drops all
> outgoing "Destination Unreachable" packets?

Far more productive is to fake connection accepts on all other ports 8)

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