Typically you will find STL code like this:
for (SomeClass::SomeContainer::iterator Iter = m_SomeMemberContainerVar.begin(); Iter != m_SomeMemberContainerVar.end
Having looked at this in g++ at -O2 optimisation (just to be specific)
There is no difference in the generated code for std::vector, std::list and std::map (and friends). There is a tiny overhead with std::deque.
So in general, from a performance viewpoint it makes little difference.