I've been a Colemak Vim user for several years now (5+? Can't remember).
When I started out I remapped the movement keys to give a more qwerty like layout. Eventually I decided to revert back to the standard Colemak layout.
The main reason was that I use vi movement keys everywhere that I can and whilst it was possible to remap hjkl in the shell (readline based apps can be remapped via ~/.inputrc) it's IMHO easier to adapt to the standard Colemak placement, then they'll work everywhere you do.
One thing that I do remap is <C-e> which is on home row, to provide a better ':'
map <C-e> :
imap <C-e> <esc>:
If you remap anything in Vim you should know what you're loosing. In this case default <C-e> scrolls the screen down by 1 line and I think I can live without that to get to command mode quickly. It makes :w so fast especially when combined with Caps mapped to control and <C-m> as an alternative to the return key (provided as standard by the terminal)