Você precisaria criar /etc/udev/rules.d/76-persistent-net-generator.rules
PRIMEIRO leia /etc/udev/rules.d/README!
Você precisará do endereço MAC de suas interfaces (deixei-as como zeros 00: 00: 00: 00: 00: 00).
No exemplo abaixo, renomei eth0 para WAN e eth1 para LAN
SUBSYSTEM=="net", ACTION=="add", DRIVERS=="?*", ATTR{address}=="00:00:00:00:00:00", ATTR{dev_id}=="0x0", ATTR{type}=="1", KERNEL=="eth*", NAME="WAN"
SUBSYSTEM=="net", ACTION=="add", DRIVERS=="?*", ATTR{address}=="00:00:00:00:00:00", ATTR{dev_id}=="0x0", ATTR{type}=="1", KERNEL=="eth*", NAME="LAN"
Ao reiniciar, você verá no syslog que as interfaces foram renomeadas:
Aug 24 04:35:53 fw kernel: [ 21.338119] sis900 0000:00:04.0 LAN: renamed from eth0
Aug 24 04:35:53 fw kernel: [ 21.476415] 8139too 0000:00:08.0 WAN: renamed from eth1