Take a walk
I've spent the last two weeks sick with the latest flu going around. Last evening I talked with my son and he had been sick as well. The main difference is it only lasted a few days for him. As we talked, I was thinking about why he would be healthier than me, besides age. In the course of the conversation he told me about several of his friends who had been ill. The common theme that seemed to run throughout how long someone was sick had to do with walking.
You see, my son uses public transportation almost exclusively. And, it requires he walk between some points. The net effect is he gets lots of fresh air and exercise. I, on the other hand, telecommute and get very little exercise in the winter. Based on my very non-scientific study, I'd say the a great way to build your immune system and avoid the flu or have it be mild if you do catch it... take a walk.