A Flu shot does not guarantee no flu. A Flu shot helps prevent the most likely strains- but it is not perfect. But, a Flu shot does help make you flu less severe if you get hit with a non covered strain reducing your recuperation time by days.
I've had my shots for at least 20 years now (along w/my wife and kids).
Flu literally can kill you if you happen to have other issues at that moment in time.
Living in NYC you are literally surrounded at all times by millions of people- it's almost a guarantee you'll come in contact with someone who has it or is about to come down with it.