The problem with anecdotes around the flu shot is there's a clear bias involved. If you get the shot and end up getting the flu its because the shot didn't work. If you get the shot and don't end up getting the flu it might be because the flu shot was effective, or it could also be because you just didn't come in contact with the virus. You always get a reminder of when it doesn't work and you (almost) never get a reminder of when it does work.

Just to throw my anecdote in there, I'll always get the flu shot if its convenient, but won't usually go out of my way to get it. This year I didn't get it, but my pregnant wife and daughter did as part of their regular visits. I ended up getting the flu and was violently sick, and my wife and daughter who almost certainly came in contact with the virus from me had no symptoms at all.