Flu shots give you a mild flu.
There's nothing that raises the hackles of medical professionals like trying to explain to them that you don't want the flu shot because you don't want the flu.
Try it sometime. Tell your friendly public health worker that you won't get the shot, thank you very much, because all your co-workers "got the flu" after their vaccine.
Then watch them turn a shade of purple as they explain through gritted teeth that while your co-workers might've felt a bit off after their shot -- or might've become infected with the flu before the vaccine took effect -- they did not get the flu from the shot.
You can experience some really mild symptoms from the vaccine that are a distant shade of actual influenza. (Think muscle soreness or mild fever, and chalk them up to the body creating antibodies in response to the vaccine.) You also can still get the flu if you're infected within a two-week period of the vaccination, or if you simply get another infection besides the seasonal influenza [source: CDC]. But you are unequivocally not going to get the flu from the flu shot.