There's a new flu shot every year, to match the particular flu strains floating around. Some years the shot isn't a good match. Even so, the flu shot is still a good bet.
Weighing risks against benefits, flu shots still come out on top because the downsides are so minimal. A flu shot might give you a sore arm, but they don't give you the flu (that's a myth) and aren't likely to have serious side effects. Against such small downsides, it only takes a small benefit to tilt the balance in favour of getting the vaccine. Here's Julia Belluz at Vox describing how well the shot works at preventing the flu:
In kids, the highest-quality evidence — a randomised controlled trial — suggests the vaccine works well enough: On average, if you give six kids under the age of six a flu shot, you can expect to prevent one case of the flu. For children under age 2, the benefits are less clear; the evidence, the researchers found, was scant, and of the research that was available, it seemed the efficacy of the shot was similar to placebo. In adults, however, the vaccine's effects are more modest. "Depending on the season," explained Tom Jefferson, an author on these Cochrane reviews, "you need to vaccinate anywhere between 33 and 100 people to avoid one set of symptoms." In a good year, when the WHO guesses correctly and the flu shot matches the strains in circulation, you need to give 33 adults flu shots, on average, to prevent one case of illness. In a year when the WHO guesses badly, you need to vaccinate 100 people to prevent one flu case.
A good strategy is to combine a flu shot with some common-sense measures like washing your hands often during flu season, and encouraging your friends and co-workers to stay home when they're sick. Read more at the link below, and if you still have doubts, check out this list of flu shot myths, busted.