I personally no longer take flu shots (our company even offers them to employees for free) - simply because back when I used to take them I almost always got some kind of flu anyway.
And that brings up another point. There are over 200 viruses and pathogens that cause flu symptoms. The flu vaccine tries to innoculate you against 3 of them. Even if it does any good (highly unlikely), there is no gaurantee that you won't get "the flu" from some other virus.