UK readers, it's worth remembering that the vaccines used over here will have different ingredients. You can find out what they are, if you're concerned, by contacting your local GP surgery and speaking to the nurse in charge of childhood immunisations.
In the UK, the current vaccination programme is to be fully immunised against diphtheria, tetanus, polio, pertussis (whooping cough), HIB, Meningitis C, MMR and HPV (girls only) by school leaving age. The BCG (tb jab) is no longer given, unless you are travelling to a high risk area (in which case you pay) or you have immediate family members from at risk countries (in which case it's done at birth).
I have worked in a small general practice for five years and have only known two children to have reactions to childhood imms. They were not fatal. Conversely, I have known very very few cases of any of the diseases against which routine immunisation exists. The most common by far is mumps, usually contracted by people who missed the MMR as it was introduced in 1986.
My job in the practice involves summarising older medical notes. I would approximate that between 50+60% of all the patients aged 30+ I have summarised have had at least ONE major childhood disease due to lack of vaccination. In my own family, my grandmother almost died of diphtheria in the mid-1930s, my father had mumps and my sister had rubella before she reached an age to be vaccinated.
It's worth remembering that smallpox has been ERADICATED in the west by a comprehensive vaccinaton programme.
I personally suffer quite severe reactions to intra-muscular injections of any kind. This has nothing to do with the substances being put into my body, just the reaction of my muscles to being poked. This won't stop me having my own children vaccinated.