I'd been getting them every year for a while, since during my first year, I got sick as a dog and was in bed for days (as a teacher, I get exposed to lots of sneezing students), but I always felt uncomfortable getting them. Last year, I decided to go without, and to just boost my natural immunity. I noticed no difference from the years when I did get the shots. Two of my colleagues who also used to get them joined me in my flu shot boycott, and they were no worse off either.
I don't plan on getting one this year, either. Just more vitamin C, antioxidants, green tea...