When I was a baby, I went into anaphylactic shock when I received my first dose of DTP. This was the older, whole-cell form of the vaccine, and reactions were more common (though not really common.) Fortunately, my parents we watching for reactions and I got treated quickly and had no lasting effects. It was scary, but rather than putting me off vaccination, this made me even more grateful it existed, because I was completely unprotected. My schoolmates growing up were all immunized, and they protected me and probably saved my life.
When I was in my 20's I managed to catch the actual disease - I was living in the Bay Area and there was a local outbreak. I don't know if I'm extra sensitive to the Pertussis toxin (which would explain my extreme reaction to the original vaccination), but I got extremely sick, and remained so for three months. Every 10 minutes I would descend into a coughing fit that would leave me unable to breathe, with the standard "whooping" sound when I attempted to do so. Many times the coughing would be so severe I would vomit as a result, and I ended up breaking a rib because of the force. This is the only time I've broken a bone in my life. Even as an adult, this was a terrifying experience, and I was glad to make it through.
With all of this, I'm thrilled that my kids can be vaccinated. I've experienced both a vaccines side effects and the disease a vaccine can prevent, and I'll take the incredibly small chance of a reaction over the horror of the disease.