Of course it is all a stylistic choice. However, the $\{x\in Set: x$ does something$\}$ convention has roots in set theory. It was found that the specific problem with the old attempt at set theory ("naive set theory") is called unrestricted comprehension. In less fancy terms, unrestricted comprehension assumes that any objects which satisfy some property form a set. Because of things like Russel's Paradox, this doesn't work.
So in the generally accepted axiomization of set theory, called "ZFC," we have what is called restricted comprehension. This is the same thing as unrestricted comprehension, with the caveat that you have to guarantee that all the objects you're trying to put in a set already belong in another set.
Thus, we cannot, strictly speaking, talk about the set $\{x: x<3\}$, because we have not guaranteed that the $x$'s came from somewhere. But we can write $\{x: x\in\mathbb{Z}\text{ and }x<3\}$ and be sure that this is a set. However, think about how this reads. "The set of all objects $x$ such that $x$ is an integer and $x<3$." It's clunky, and moreover you might be tempted to throw it out immediately, because I say "the set of all object such that (property)" which is not generally allowed.
By writing instead $\{x\in\mathbb{Z} : x<3\}$, it now reads "the set of all $x$ in $\mathbb{Z}$ such that $x<3$." In this way, you have given the sentence the more correct schema of "the set of all $x$ in (set) such that (property)," and the fact that you are not using unrestricted comprehension is much more obvious. Furthermore, you're telling your reader up front that this set is a subset of $\mathbb{Z}$, which might be appreciated for more practical reasons.
Edit: Sorry, I didn't directly answer your question. For that reason, we generally put the set you're guaranteeing the $x$'s come from on the left, and the property that we demand the $x$'s satisfy on the right.
For your last example, I would write $\{x+1\in\mathbb{Z} : x>0\}$. Well, I would actually write $\{x\in\mathbb{Z} : x\geq 2\}$, but that's more for style than a good answer to your question. In general, for a function from $A$ to $B$, I would write $\{ f(x)\in B : x>0\}$, as opposed to something clunky like $\{ f(x) ~~ (x\in A) : x>0\}$
(I still would prefer the clunky one to $\{x+1 : x>0\text{ and } x\in\mathbb{Z}\}$. Again, it goes back to reading it: "One plus all objects $x$ such that $x>0$ and $x$ is an integer"? Not pretty.)