I think some people are more susceptible to the flu than others. When I was younger, I never got a flu shot, and I got the flu EVERY year (sometimes twice). Since I started getting the flu shot 10 years ago, I've only gotten the flu once. That year, I had gotten the shot in September, and I got the flu in March - probably my immunity had worn off. Since then, I wait till at least October before getting the shot.
BTW, you can't get the flu from the shot. The shot contains the killed virus. The flu knocks me out for at least a week to ten days - I'd much rather take the shot!