First, trying to handpick the responses by your title is generally ineffective. You will get responses from folks who would like to give you what they deem is relevant information on both sides of the issue. Censoring the information that you read really doesn't lead to informed choices.
Flu vaccines have been, over decades, approximately 59% effective. But this includes those years when they've picked the correct mix of flu strains and those years when they haven't. So some years it's more effective than 59% and some it's less. All in all, it's been shown (by scientific research and studies) to be more effective than not, so you can believe the research or you can believe the anecdotal stories of those who haven't done the research and just want to believe it's not effective. Frankly, I think 59% is not so bad.
Second, one of the commenters mentioned that flu-mist was more effective than the shot. This is correct. The mist uses a live vaccine. Downside, there is a very, very, very miniscule chance of getting/passing on the flu with the mist. The other benefits of the mist (other than it being more effective) are that it does not involve a needle (yeah!) and does not contain thimerosal. Frankly, I'm not concerned about the miniscule levels of thimerosal in vaccines, but that is a big issue for some vaccine-adverse folks.
This leads to the shots. They do make a very small number of flu shots with inactivated virus without thimerosal. These are normally given to infants and pregnant women. If you and your family are neither, you may not be able to get it. Otherwise, you'll get the regular flu shot. They have been shown to be fairly effective (see above) and not harmful to those who do not have certain medical conditions or egg allergies. They do contain thimerosal (mercury), but contain less mercury than a can of tuna.
Finally, you're looking for reasons _NOT_ to get the flu mist or shot. The primary reason is if you want to have a better chance of getting the flu. If you're itching to be able to take a number of sick days from work to care for yourself or a sick hubby or kiddos, not getting the shot would increase your chances of this. If you plan it right, you could get sick at the same time as your kiddos and hubby and need to care for them while you feel miserable.
Influenza causes more hospitalizations than any other vaccine-preventable illness. And 49% of the 115 children who died in the US between Aug 2010 and Aug 2011 were OTHERWISE HEALTHY children without significant flu risks. Admittedly 56 deaths in a year of otherwise healthy children due to flu is not a huge number, but it is still tragic and potentially avoidable.
ETA: None of us have gotten really sick after a flu shot.
ETA2: For 3boysl8r B. Like you, when I was a kid, I thought the flu was vomiting and diarrhea. That's what my mom called it. Actually, what is now commonly called the "stomach flu" is often norovirus or rotavirus . It's not influenza (aka the "real" flu). The real flu actually presents much like a cold with fever and congestion, etc., but is typically much more severe than most common colds. So, those of you who've had really bad colds might have had the flu and not realized it. I suspect that some of you saying you haven't had the flu forever are actually referring to the stomach flu, not influenza. Influenza is a very specific virus that can lead to pneumonia. Stomach flu (which could be due to a virus, bacteria, food intolerance, etc.) does not lead to pneumonia.