Despite what is often stated in the media, all recommended vaccines are extraordinarily safe. Side effects are usually limited to pain or swelling at the injection site or a low-grade fever or fussiness. Children are immunized in the first few months of life because a number of vaccine-preventable diseases can infect them when they are very young.
Young infants are surprisingly good at building immunity to viruses and baceteria. The inconvenience of the shots far outweighs the effects of developing a natural infection of polio, whooping cough, diphtheria, hepatitis, etc. Several companies are working on combined vaccines to decrease the number of shots given. Your pediatrician will keep you informed of all the new changes in vaccine recommendations, as well as answer your vaccine-related questions at your baby's health care visits.