Reverse Firewall or Application Firewalls?
AppArmor
AppArmor is a Linux Security Module implementation of name-based access controls. AppArmor confines individual programs to a set of listed files and posix 1003.1e draft capabilities.
below link.
https://help.ubuntu.com/community/AppArmor
SE Linux is one example of application level firewall for Linux but its quite hard to implement it as its very thorough.
I don't know what you find so bad about apparmor. Of course, it requires a bit of reading man pages. But other than that, I find it easy to use.
I have used personal (i.e. app) firewalls in the past, when I was still using Windows (at work). I don't find apparmor in any way lacking, except for the lack of a GUI. In turn, however, it provides additional security features - you can't prevent a DoS attack by a program which just eats up resources with a personal firewall for Windows, while you can do so with apparmor.
Besides, it has nice diag and management tools - look up aa-unconfined and all other aa-* commands (you need to install apparmor-utils first).
You will see that even with the minimal configuration you get when installing a default Ubuntu system you are still pretty well protected. This has a lot to do with the setuid mechanism and several low level operations requiring privileges on Linux - most apps don't ever access the network directly.
Aside, from that, look up Tomoyo. It's not yet as mature as apparmor or SELinux, but I think it's worth a shot.