In the past I used zinc lozenges when I felt a cold or sore throat coming on. I think it was worth it. It is hard to tell how worse my cold would have been, but it seems to keep them short lived or not very significant.
Now, however, I take Cold-eeze as soon as I feel a cold coming on. It's usually found where the cough drops are but cost a lot more. They are like a cough drop because you suck on them.
My store sells them for about $6 for a small package. These have really worked for me. I haven't had a full blown cold in years. These contain Zinc. Here is a little more info on this product:
Hope this helps!