I have a troublesome autumn cold right now. Thanks, Doug. :P
I started taking zinc lozenges as soon as it started, and I think it's less severe than if I hadn't. The thing I haven't had a chance to do is go for a good run.
I remember reading an article by a health expert who said he swears by exercise to help him ward off colds. Our bodies sometimes respond to illness by raising our temperatures to kill germs: this is what a fever is. Exercise does the same thing, and if we do it early enough it's before the body has to resort to such drastic measures on its own.
I've always noticed that when I run with a respiratory illness, my airways tend to be clearer than if I don't. I think it's because the body responds to the increased exertion by laying off the mucous production to keep the airways clear and able to process lots of oxygen.
The thing to not do is overexert while sick - don't go for great new heights or anything. The body needs its resources to fend off infection and it can't do that when exhausted. But working up a good sweat if you're generally fit anyway can't hurt, and often helps.
Never exercise with a fever, though. At that point raising the body temperature further can be harmful. And make sure to drink even more fluids than normal before, during and after exercise while ill. This helps the body flush itself of germs.
As for me, I'm going to go for a good run, now. :)