http://techedu.cu.cc/linux/OReilly%20Linux%20iptables,%20Pocket%20Refer ence%20(2004).pdf
Slowly coming to the same same conclusion myself, but I was hoping this was out of date:
http://www.faqs.org/docs/iptables/traversingoftables.html
Table 3-2. Source local host (our own machine), at Step 2 the routing decision is taken before the OUTPUT chain of the mangle table. Grr.
Does anyone have any other ideas how I might achieve this?
Did you actually try putting it in the OUTPUT chain? I have rules for that on my router and it is definitely working (just checked with tcpdump). I have 2 DSL connections and a 3G connection. One DSL is for web browsing etc, the other is for SSH, RDP, and other low volume latency sensitive traffic, and the 3G is for failover. I have another rule that sets the connection mark for incoming connections and then reflects that in the outgoing connections so a connection stays with the right DSL, so I can come in on either DSL if one is playing up. James