The only persons needing a flu shot are the very young or very old, otherwise you're just weakening your own natural immune system.
The best thing you can do is stay away from anyone you know is sick, and wash your hands frequently.
You need to wash your hands with soap and hot water, and you need to do it for at least 15 seconds. You can also use one of those alcohol-based hand disinfectants.
There is also some anti-viral drugs that can reduce the severity of the flu if they are taken within 48 hours of the first symptoms. These are prescription drugs and you'll need to see a doctor to get them.