Symbol for definition :=

Many do, but then the colon isn't correctly centered. Better to use the package mathtools and \coloneqq. See the mathtools documentation for more information.

Unfortunately, with $:=$, the colon is not centred on the math axis. A solution comes from the mathtools package, which defines \vcentcolon and \coloneqq commands; these lead to two different results, as regards the horizontal spacing between the colon and the equality sign. Compare:

\documentclass{article}

\usepackage[utf8]{inputenc}

\usepackage{mathtools}

\begin{document}

Let  $ a:  = b $

Let  $ a \vcentcolon  = b $

Let  $ a \coloneqq  b $

\end{document} 

The \coloneq(one q!) symbol exists in mathabx, Mnsymbol and fdsymbol (at least). It's named \coloneqqin kpfonts and mdsymbol.