If I feel a cold coming on, what are the best preventative measures to take?

Keep well rested. If one truly has gotten a cold virus, it will have to run its course. Some people take extra vitamin c (may upset the stomach) and some take extra zinc (most lozenges have lots of sugar), but how much these things help is uncertain. Avoiding overexertion, such as not running a 10k race, is wise. Anti-inflammatories like tylenol (acetaminophen) or Motrin can help with symptoms. Adequate rest and sleep helps too.
Boost immunity. The immune system acts to defend against colds. It can also help to decrease the length and/or severity of cold symptoms. Therefore if you are at the initial stages of a cold you should avoid sugary processed foods and increase nutritious whole live foods. You should increase your vitamin d intake and may also take other immune boosting products. Decrease stress and get adequate rest.