I got the flu shot a couple of weeks before my girlfriend, who didn't get one, got the flu. Yes, it was the flu, not a cold. I slept by her side and spent all day, everyday with her for the entire duration of her illness and never once got sick. I was happy I got the shot when I did; a week later or so and I could have been in trouble! You can doubt that the shot was the reason I didn't get sick, but there is no reason not to get one unless you have a health issue that prevents it (which is why everyone who can get it needs to).
A lot of people confuse getting a cold with getting the flu. You would know if you've ever had the latter. I got it in 2004 and felt like I was dying. My brother and mom ended up getting it from me. None of us were vaccinated.
Even if you're broke and have no insurance (like me), scrounge up the $33 and get it. It's worth it, not only for yourself, but for everyone around you.