Even if MMR does not cause autism, there are other well-established side effects: convulsions (1 in 1,000), Meningitis / encephalitis (1 in 1 million), conditions affecting clotting of the blood (1 in 24,000), and severe allergic response (1 in 100,000). These estimates are from a pro-vaccination UK web site:
http://www.medinfo.co.uk/immunisations/mmr.html. There is also a risk that the vaccine will be improperly stored or improperly administered. There are cases of infants being given the adult dose or being given the wrong vaccine. As long as humans are fallible, these risks will never be eliminated.
The benefits of the MMR vaccine to an individual in the U.S. are lower than the risks because mumps, measles and rubella are extremely uncommon (only a few hundred cases per year). Moreover, although these can be serious diseases they are rarely fatal. Yes, I know, the reason the incidence rates are so low is because of the vaccine. But that doesn't change the bottom line reality: an unvaccinated child in the U.S. is extremely unlikely to get any of these three diseases.
The same agument applies for the Hepatitis B vaccine.