The easiest way to get Proof: (boldface italic) is to say
\renewcommand{\proofname}{\bfseries Proof:}
The \@addpunct command will not add its argument if it's preceded by a punctuation mark, so no change to the definition of the proof environment is necessary.
Note: the italic shape is already selected, so it's only necessary to add \bfseries. No braces are needed, as the heading is typeset as the optional argument to \item, which forms a group by itself.
One can, alternatively, patch the environment's definition in order to change \@addpunct{.} into \@addpunct{:} and to add \bfseries. Patching the environment with etoolbox is tricky, because the environment has an optional argument:
\usepackage{etoolbox}
\makeatletter
\expandafter\patchcmd\csname\string\proof\endcsname{\@addpunct{.}}{\@addpunct{:}}{}{}
\expandafter\patchcmd\csname\string\proof\endcsname{\itshape}{\itshape\bfseries}{}{}
\makeatother
With the xpatch package it's easier:
\usepackage{xpatch}
\makeatletter
\xpatchcmd\proof{\@addpunct{.}}{\@addpunct{:}}{}{}
\xpatchcmd\proof{\itshape}{\itshape\bfseries}{}{}
\makeatother
thmtools(see answer tex.stackexchange.com/a/31355/8042 ) by writingheadpunct={:}– Ronny Feb 10 '12 at 8:33