my doctor strongly urged it. He said it was up to me, and said having the flu sucks, and having the flu while pregnant sucks really bad. I've got the shot the last 3-4 years and I haven't been sick really since then. But my husband has got it every year, and also got the flu every year, so go figure.
I did it mainly though because I work with an office full of people that get sick and then come into work and spread it to everyone here. I know my body can handle the flu shot because I've done it before. Some people it just doesn't matter either way because they still wind up with the flu.
What I normally do though, is get it and then make sure I'm taking vitamins, eating healthy, getting enough sleep, wash my hands constantly (I have hand sanitizer everywhere!). This helps boost your immune system to protect against things like that.