An introductory phrase is typically set off by a comma. For example: "After dinner, we went for a walk."
A colon is generally used to introduce a list, a quote, or an explanation and is not used to set off introductory phrases. Conjunctions (such as "and," "but," "or," etc.) are used to connect clauses or sentences rather than to punctuate introductory phrases.
So, the correct answer is a comma.