While an overall healthy diet will strengthen your immune system, these foods have nutrients that specifically help your immune system -
Almonds, apricots, broccoli, canteloupe, carrots, celery, chicken, chocolate, citrus fruits, dark greens, eggs, fruits, garlic, green tea, mango, meat, mushrooms, onion, peaches, peanuts, pineapple, pumpkin, spinach, squash, sweet potato, tomato, tomato products, walnuts, watermelon.
Essential nutrients for your immune system are – Anti-oxidants (especially vitamins C & E and lycopene), Vitamin A, Vitamin D (get out in the sun a little!), Omega 3s, folate, protein, magnesium, and zinc.
It is vitally important to get exercise and reduce stress. Exercise reduces stress, so the two go hand in hand. Breathing exercises and Yoga help too.
Remember that it takes a good 6 months of eating healthy and taking your vitamins before you suddenly notice that you're not getting sick as much, if at all.