I never had the flu shot, until after the the only time I had the flu. Get the flu once, and you will do anything (including the shot) that might prevent getting the flu in subsequent flu seasons.
Precisely why I take the necessary steps to help prevent the occurance of flu in the first place; strengthening the immune system, minimizing contact with sick people, maintaining an environment as hostile to germs as possible, and so forth. Don't want the flu; don't want the shot.