My parents swore by a vitamin called Vicon C. They both took one each day for as long as I could remember and never had a cold or flu. Vicon C is about $20 a bottle, so it usually isn't kept with the other vitamins. Mom always had her pharmacist order it for her.
I really need to start taking something like that. My kid has started pre-K and she brings home all sorts of goodies from her little classmates. I've had at least two rounds of a cold/flu since school started.