I've never had one before but I've often felt that I should. Two close friends of mine had influenza in the past (they were both aged about 28 at the time) and each of them said they felt so horribly ill they would have thanked anybody who walked in and promised to shoot them dead. Not pleasant, by the sound of it.
And the flu jabs are completely harmless, and they almost always work. Don't listen to the bloke in the pub or any of the other clock & bull merchants. If you're thinking of having one this year, just do it!