I got my flu shot and do every year. But I work in an ICU where we are exposed to the flu regularly. I also get my kids vaccinated because I have have seen several kids die from the flu. I agree with PP that it is a personal decision on weather or not you get the vaccine and I don't think either decision is the right or wrong answer. This is just why I have chosen to vaccinate myself and my children.
Just one other thing to think of. The flu shot these past couple of years also contain the swine flu vaccine. Many people don't know this. I personally (and based on research) think that the swine flu vaccine is even more dangerous for pregnant women. I have never gotten the flu vaccine. I don't think vaccinating is very safe (for all the reasons Laurie listed) especially for pregnant women. If you are in a situation where you are highly exposed is also a big factor. There are definitely a lot of cases going around. We've definitely limited going out to playgroups and such to keep us both away from sickies.