If they give you flu shots IV, you've got worse problems than a poke in the immune system. I'm going to get the shot because I find a response to a vaccine preferable to developing immunity from actually getting the flu. I see the flu as the sledge hammer.
My immune system gets its workout from colds. I don't need to get something that might kill me or whomever I spread it to.
Yes, my former job in public health including supervising an immunization clinic and their flu vaccination program makes me feel pretty good about getting the shot.