I do try to stay active though, I'm running 5k in the gym regularly, I've been to the gym almost 100 times this year. I'm taking multi-vitamins as well. What else can I do to avoid getting cold so often?

Go to the gym less often? Like all other enclosed spaces which don't do enough air exchange (e.g. offices, malls, schools etc.) it's a perfect places for people to infect each other with their germs.