Interesting question... (choosing not to vote, as this depends a lot on your situation)
Personally, I prefer just going without anything. Seems to work well enough for me. If you seem to get sick easily, I'd consider one of the flu shots, perhaps both but I feel like that might be overkill. On the pneumonia front, I'd only consider it if you've had pneumonia before. I have, but still wouldn't bother getting a shot for it.
I dunno. I just feel like the flu isn't that big a deal, so why bother trying to edge it off with a shot?