Just as a data point on the other side, I did get the flu shot two weeks ago and did not get sick or notice any adverse effects, though it did hurt while being given! I am in my second trimester, and received the mercury-free shot. Also got the shot when I was pregnant with my first, and he turned out fine so far (at 4.5 years) except for asthma last year. My elderly parents have also been getting the shot for years and appear to have had no problems with it.
I decided that this was the right thing to do based on our life in the big city, which means we end up exposed to the germs of probably tens of thousands of people on a daily basis, and my son's asthma (he didn't get the flu shot last year, did get the flu as confirmed by testing, then got pneumonia, and now has an asthma attack that has to be medicated away, whenever he catches a cold or similar.) Most importantly, we are lucky to have no history whatsoever of immunization reactions in my extended family. We'll see if I catch the flu this year or manage to stay healthy during the winter. Others in different situations may and should choose differently.
So your mileage may vary.
Aquafina, sorry to hear you had a bad reaction and hope you feel better soon!