Thanks for the ping, pandy!
The symptoms of a cold are actually a result of the immune system and not from the virus itself.
People who never get colds actually are infected with viruses just as often as the rest of us, they just don't suffer the symptoms. Before you non-cold sufferers feel to superior, this lack of symptoms is related to a less aggressive immune system and the lack of colds is bought at the price of a slightly elevated risk of cancer.
By the time you are suffering through the worst of your cold, the body has already significantly reduced the viral load. If you were actually stimulating your immune system, you would probably make your symptoms worse and not actually clear the virus any more quickly.
Personally, when I have a cold, I take ibuprofen and excercise. I don't know if there is any proof this is beneficial but it is the only thing I have found that makes me feel well with the sniffels.