Nope. Haven't gotten one yet and have still managed to avoid the flu.
I travel every December for most of the month. Last year I went from a week in 80-something temps with pouring rain and humidity to 24 hours in 2 feet of (wet) snow to dry and 75 for a week. Back to a foot of wet snow for four days then three days of dry *cold* and light dry snow. Stayed healthy -- drank plenty of water, wore the appropriate clothing, ate well and kept up with my workouts, even on the road.
For me, cheaper, less painful and more manageable than a flu shot. And does the trick just fine.
But to each their own. My mother works at a preschool and has to get one every year. Inevitably, she still gets the flu, just a smaller version of what she used to, before the shot. My father never got the flu or gets sick for that matter, got the shot a couple years ago at my mother's urging and was sick for three days. He won't be getting it this year.