There is no difference that I've ever heard of. I do strongly prefer "$\vert$" to "$\colon$", though, because I'm often interested in sets of maps, and e.g. $$\\{f \mid f\colon \mathbb{R}\rightarrow\mathbb{C}\text{ with $f(6)=24$}\\}$$ is easier to read than $$\\{f: f\colon \mathbb{R}\rightarrow\mathbb{C}\text{ with $f(6)=24$}\\}$$.
EDIT: Note that as Mike Pierce's answer shows, sometimes "$:$" is clearer. At the end of the day, _use whichever notation is most clear for your context_.