I don't know if it is actually what kills the cold, or if it's a coincidence or what, but every time I wake up and feel like I'm about to get sick, whether it be a tickle in the back of the throat or whatever, I start taking that "Airborne" stuff as directed on the bottle. It's just a crapload of vitamin c and other vitamins and herbs packed into an effervescent tablet that you drop in some water, sort of like alka-seltzer. It could be complete BS, a placebo effect, or whatever, but the "about to get sick" feeling and first parts of the cold don't last much more than 48 hours when I do this, and I don't remember the cold ever escalating to something more serious when I do this.
*edit* Careful with Airborne though, contains a lot of Vitamin A which can cause liver damage in high doses. The bottle says not to take more than 3 times a day, which is probably good advice. Probably the best thing the product has in it is a high dose of vitamin C, which you can get elsewhere. As I said though, in my experience the trick is to start taking it as soon as cold symptoms start.