Victor's First Doctor's Visit

Yesterday I went to the doctor for Victor's first visit. They checked him and said everything looked fine. Then they said they will give him the first series of the Hepatitis B shots. Now, I am not a very big fan of immunizations, especially with all the shots drama going on around that it can damage children and so on.
I had denied the shot at the hospital (they wanted to give it to a day old baby).
But apparently I had to say yes to this one. I began to cry as the nurse stuck the needle in Victor's tiny leg and he screamed out and began to cry. My thoughts were "what the fuck are they putting in him?, "why so early"? It was like I was helpless and couldn't do anything about it while this person so injecting my baby.
I came out of the office and was really upset. What shots are fine to give, what shots are not? How do I make these decisions when I myself don't know anything about immunizations and what stuff they have in there.
How do I make the correct decision. Obviously I have also had these immunizations. I remember running away from the nurse, and they had to chase me down in first grade. And in third grade I decided I will be brave and took a shot in my shoulder. I remember I was so proud of myself that I didn't cry or was scared of the shot.

I was told there may be mild side effects like fever and so on, so I had to stop by the pharmacy and get medicine for fevers in infants.
So how do immunizations work? We get infected with the virus in a small degree that gives our body enough time to create the white blood cells to fight the and kill the virus off. So when we are actually exposed to the virus in our lives our body knows it and it can fight it better. I understand this part. I see the sense in this, especially with dangerous viruses that can fail the body if the body is not immune to it already. But are really ALL shots needed. For simple viruses, we can get sick and our body will build its defense system that way. The other thing to look at is the age. If an infant gets a virus that we as adults can easily overcome, they may not be able to because they are so little.
Children do tent to get sick A LOT....but it is part of the process of building their immune system.

I don't know where I stand on this topic. I do know that I am not too thrilled to look at Victor getting poked with viruses....
I need more info on the topic.
Here are some website I visit:
http://www.cdc.gov/vaccines/spec-grps/hcp/downloads/vacsafe-understand-color-office.pdf
Of course this info comes from the Center of Disease Control.

http://www.livestrong.com/article/226275-what-are-the-dangers-of-infant-vaccinations/
http://www.thinktwice.com/hepb.htm
Controversial Article about shots.

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