As you surely know by now, this influenza season is turning out to be very bad. This is mainly because the predominant type of flu virus this year mutates rapidly, making the vaccine less effective.
But "less effective" doesn't mean "ineffective." It still helps, and when you get vaccinated that doesn't help just you but other people to whom you might otherwise pass on the virus. With most insurance the shot is free, and you can get it not just at your doctor's office but in drugstores and even many supermarkets.
The flu season often extends into May, so it's got weeks to run. Unless you're allergic to eggs or otherwise shouldn't get vaccinated, go ahead and get a shot. It rarely does more than make your arm a little sore. And the vaccine can't give you the flu.
(I've known people who say that they caught it from the vaccine, but what they mean is that they got vaccinated and then shortly afterward contracted the flu. What happened was that they got vaccinated and then happened to catch the flu. It takes a week or two for the vaccine to take full effect, so it's not at all unlikely that you'd be infected by bad luck right after getting a shot.)
Don't take my word for it. Listen to pediatrician and medical school prof Dr Aaron Carroll: