My family all just got the flu shot.
Unless you have had an adverse reaction in the past, or are allergic to eggs (and they always ask about latex too, but I think that's because of the gloves they wear, not because there is latex in the shot), you don't need to worry about the flu shot making you sick. At least not sick with the flu. The shot is not made with live virus, so it is impossible to get the actual flu from the shot.
You can have some symptoms when your immune system reacts to the shot and makes the antibodies that will protect you from the flu, but most people don't experience any thing more than a sore arm. I think often times people think the shot made them sick, when actually they just happened to come down with something at around the same time they got the shot. With schools starting back up, and people spending more time indoors, it's the time of year for bugs to start back up again. The shot also doesn't give you immunity right away, so some people get the flu shortly after getting the shot simply because they were exposed to it before they had immunity, and they then blame it on the shot.
I got the shot a few days after having a baby, and had just gotten the whooping cough vaccine, so my body was worn out and sleep deprived, and I didn't have any symptoms at all.
I'd much rather get a quick shot in the arm than be knocked out with the flu for a few weeks.