I've found the key to stopping cold sores is to act early - as soon as you feel the tingle, get on top of it with treatment. In addition to the previous poster's recommendation of lysine tablets, search for a food chart that compares Arginine and Lysine and look at the ratios -- if you have a diet high in Arginine (steak & walnuts), I've found balancing that with Lysine tablets (or even better, foods high in Lysine - dairy, etc) works wonders to stop the virus in early replication. Though I'm not convinced by the non-medical literature on the web as to why this works, in my experience it does indeed work - and I'm happy enough with that when I have one.
I've found myself in places without lysine tablets at hand, so have just opted for as much yogurt as I can stand until I get back to the house / store to get lysine tablets.
Once you have a full blown cold sore in massive replication, most times there's not much to do than wait it out - of course trying everything under the sun to keep it clean (secondary infection/inflammation just makes them worse) and pain free (I've found ice & asprin a good relief).
I've found pharmaceuticals such as Valtrex speed the cycle - replication (growth), drying, healing - helpful once the cold sore is visible and definitely on it's way. But lysine can actually stop the cold sore in it's tracks - you'll feel the tingling stop w/in a few hours - I typically start with an initial 1000-2000 mg and then keep taking 500mg-1000mg every half day until I'm confident it's gone.
Good luck - and remember - 15-30% of people in the US suffer - so try to keep your head up!