I wouldn't have it while pregnant, actually I wouldn't have it not pregnant either. For me, the fact that it covers only some of the thousands of strains of the flu makes it pretty worthless. I had the flu shot one year on the insistence of an employer and have never been so sick - constant sore throat and cold cycle every 2 weeks for the entire winter which never happened to me before or since.
Normallly healthy adults really don't need it in my opinion.