Just recently my brother and SiL said they swear by Dual Defence, from Boots. It's a nasal spray which you use 3 times a day at the very first inkling of a cold.
Shortly after they told me, we were going on holiday with a friend who had just started a cold - and hers are nearly always real stinkers.
I seem to have been more prone to colds lately, so I bought some Dual Defence and used it religiously as soon as we'd met up with friend at the airport.
I can't say it definitely worked, but I didn't get her horrible cold!