The effectiveness of the flu shot varies substantially based on how accurate health authorities are at guessing what they prevalent flu strains will be. They must determine months ahead of time what flu vaccine to make to accomodate the lead time of manufacturers, and come wintertime, those strains may not be the most prevalent.
In years where the strains were determined correctly, the vaccine is up to 90% effective according to the CDC. However, even in a recent year where not all of the strains were identified properly, the vaccine was still 52% effective. So your chances of getting the flu seem to be substantially reduced by getting the shot.