I've never gotten a flu shot either, and have no plans to do so in the foreseeable future. Maybe if I ever had the misfortune to come down with a severe case, I'd give it more thought the following year. As it stands now, whenever the virus makes its annual visit I usually display flu symptoms for a day or two, then I'm on the mend. It's never kept me home from work, or sent me to the doctor's office.
I do believe that there are groups at a higher than average risk from complications resulting from contracting the flu, and I think they would be wise in considering the shot. The elderly, younger children, healthcare workers, and those whose overall health is already compromised in some fashion, would be an example.