I had mine on Sat, 1 week before due date - they say that it will take 10 days ish for me to be immune however some of this will pass through to bubs too, and it will protect me when I have a newborn. Also think the immunisation will pass through breast milk into bubs too so will protect him more.
I also didn't think it would be worth it as I never really get ill anyway but its free and better than getting the flu! lol - would be the last thing I'd want to cope with when you have a tiny baby