How do I make the 'such that' symbol from Set Theory?

\mid, as it has the spacing of a binary relation. If you want it to resize, see “How to automatically resize the vertical bar in a set comprehension?”.

Have a look at “How to look up a math symbol?” for ideas how you can easily find a particular symbol.

Some authors use the symbol \ni (∋) (for example, Pinter's Set Theory).