Flu Shots

What are your thoughts on flu shots? I've never had one and I'm thinking about getting one tomorrow. I've always been anti-flu shot, although I don't have a really good reason why. I guess I've always thought it was better to let my body work through illnesses naturally.

My sister is having another baby in January, so I'll probably stay in Connecticut with her for a month or so to help with my niece Nora, and to help her get adjusted to life with two kids. (It's her husband's busy season at work, so she'll be flying solo during the day.) She wants me to get one, but I don't know... Do they even work? Thoughts?

PS - If I do get one, this will be a big deal for me. I hate needles. HATE. I've been known to freak out and cry up receiving them simply because I'm so terrified.