The only time I had a flu shot was the time I ended up sick for 5 weeks BECAUSE of the flu shot. I was allergic to it! They didn't tell me beforehand that it was an egg-based shot. I thought the doctor's first rule was "first do no harm." Well, they harmed me pretty good! No thanks to that.
My kids don't get it either and they are the healthiest kids in their group of kids, usually never getting anything more than the common head cold for a day and carrying on without missing class. Each teen has only had the flu once. I have only had the flu once. My youngest (8 yrs) has never had the flu. I attribute that to us eating well, taking vitamins, exercising, sleeping 9-10 hours a night, keeping the house clean, and washing hands. We also stay out of flu conventions in the winter - like malls, grocery stores, and department stores. We do our shopping online in the winter months, which is delivered by mail, and have the groceries delivered, too. When we go out in the winter, it's for outdoor pursuits, like the town tree lighting, the holiday parades. Being outside reduces our exposure to airborne illness. Between limited exposure and a healthy lifestyle, we stay healthy.
I consider these shots helpful to those with a medical need, like a lowered immune system. Another exception would be for a deadly flu strain that actually kills a type of population. That would also be a good reason to get the shot.