I've heard from many other people that they, too, also get sick more often when they've had the flu shot. I've never done it and have not had the flu for many years--had food poisoning a couple of times, but not the flu. I prefer not to mess with that shot.
When I began HRT, one thing the doctor told me was that testosterone elevates your immune response. While other people will get sick around you, you may not catch it at all or if you do, you may only become mildly sick compared to the others. I don't know how other AAS affect the immune system, but if you are on any kind of test, more than likely, you won't get sick very much.