In general, I feel that they help more than they hurt. When they hurt, they hurt profoundly, as Roxanne who writes Champion of My Heart has found out when her dog, Lilly, had an extreme negative reaction to her routine rabies vaccination (500 days ago, as of June 4). Lilly has been in medical distress since then, has almost died, and has had one severe relapse. Roxanne writes that Lilly can never have another vaccine in her life.
(picture from Wikimedia commons. You'll see "why a tiger?" after the jump)