'It's okay for me' means that whatever 'it' refers to is fine for my personal interests or needs, though maybe not for anyone else's. 'It's okay with me' means that I am in agreement with whatever 'it' refers to.
Thanks mister Davkett for shedding some light on this tricky question (at least it was tricky to me).
Am I correct assuming 'okay by me' could also be an equivalent to 'okay with me' ? I don't know about 'okay' but I've heard it with 'fine' in 'fine by me' many times... Thoughts on this ?