There was a study published last year (IIRC) that indicated natural immunity may have more to play in allowing an individuals immune system to prevent flu. In short, it looked at those receiving flu imm, those who didn't and seemed to conclude that regardless of imm or not, most of use would encounter a significant flu type illness every 10 or 15 years or so, which would then confer some immunity for a significant number of years. Seeing as I had flu last winter, and the last occurence prior to that was in 1990, then I migth guinea pig myself and do without seasonal flu immunisation.
I've never been ill after a seasonal flu imm, it can't cause flu as it is an inactive imm.