Although con artist and scam artist are some times used interchangeably, the difference is found in the level of deception and the pay out amount. A Con-Artist is known more for taking peoples money from street games or confidence games, i.e. watch the ball. A Scam-Artist is known for fraud or schemes that trick people out of larger sums of money like pensions or savings plans.

I don't think there really is a difference. It just depends on the word you want to say. English is my native tongue and I will tell you that, that doesn't come up too much in conversation. Usually scams are online or through the telephone and cons are in person. That's the only difference I can think of at the moment.