I used to give them, but I don't any more. I've not seen any difference. I have a closed herd though, at least after show season is over. My mares get their 5-way vaccinations about a month before they foal, in order to build up immunities to pass on to the foal, and that's it, though they have had WNV shots while pregnant as well. I just don't like poking them with needles more than I feel is necessary.
Giving vaccinations is a very personal decision, and IMO it is best to do what YOU personally feel is best. If it terrifies you to have your horses get a certain vaccination, then don't give it. If you feel more secure if the horses get that vaccination, then do give it.