I'm kind of drunk right now, so I will post more clear concise explanation later, maybe, but for now, this is how I have iPhone Remote on Leopard working even from outside network.
On Leopard, i have the option for specific application (don't remember exact name, but the third one on firewall setting under security pane) allowing iPhone Remote.
If you have your own wifi setup and got iPhone remote working in your network, but not outside, then it's your router setting problem, not firewall in your machine itself.
For port forwarding on router: I can only tell you my setup.
I have airport express v6.3 for home wifi, mac and xp, sharing public ip, and AE provides local ip to each machine. What unclear to me first (cuz I never read manual ;p) was that even though you already setup port mapping under "advanced", you still have to go NAT tab under "Internet" and activate port forwarding. If I remember correctly, I don't think this was the case for the previous version. Here I have 5010 and 5012 forwarded to my local ip.
Getting long... 2 more thing. I have specified local ip on my mac, so it always the same, this might not be needed, AE gives the same ip most of the time. And another thing, get domain for your ip if you have dynamic ip from provider. I have SBC, which is dynamic ip, so I use DynDns.
After all this, still don't work, then I don't know... Maybe try reinstallin iPhone Remote. My AoE III (anyone?) stops woking after changing port mapping/firewall setting, and only way I figured to fix it is reinstalling after all those setup. This wasn't the case in Tiger. So it might help in iPhone Remote too.