This is now found in the Security and Privacy section of SysPrefs
Once there, click on the firewall tab, turn the firewall on and then click on firewall options. From here, you can easily add any rules you want and also enable Stealth Mode.
...but having said that:
I find it much easier to simply use Little Snitch to create it's own firewall options that are adjustable to each app (so my native OS X firewall is turned off).
