Emily25 and MrsRV, I'm going to risk getting flamed here I think, but I decided not to have it. I would absolutely stress it's an individual decision and I really agonised over it, and I would never advise anyone else what to do. In my mind it's all about balance of risk and only you can know how you feel.
To try and make the decision I looked at the data and other factors available: how long the vaccine has been given to pregnant women (esp. the new H1N1 strain) and how much testing had been/was possible to do on potential effects on baby; the numbers of healthy people getting any strain of flu ending up in ICU in the last few years; the numbers of pregnant women with any strain of flu ending up in ICU in the last few years; and the numbers of deaths in healthy people and pregnant women linked to flu nationally. There is a quite a vocal 'counter' movement in the US trying to get the jab banned on safety grounds, however it's hard to tell how much of that is based on actual scientific evidence and how much is general anti-vaccine propaganda.
The reason I did this is that it's quite recent advice for pregnant women to get the flu jab and I wanted to understand the health/policy reasons for this.
In my case, the jab was never mentioned by my GP or my midwife at any appointment (I saw her last after the start of flu season), so it's interesting that others are given a very firm steer to have it. I went through an entire flu season in another 'Western' country during my first and early second trimester and it never came up either.
Out of my friends who are/have been pregnant in the last year, it's about 50/50 between those who decided to have it, and those who decided not to (everyone was aware of the availability of the jab and had seen the posters). We all had our own reasons for coming to the decision we did.
My only advice is inform yourself as much as possible, and then you can feel more comfortable in whatever decision you make.