None of my children were ever vaccinated except in one case; I crafted a religious exemption letter which passed the approval of my lawyer. I have used it for every conceivable purpose without a problem (and I have lived in two states, PA and NJ).
I homeschool my children, but in PA you still have to give evidence of vaccination or a religious exemption. Regardless, I have never had a problem.
Once, however, in NJ, my son fell and in the ER they wanted to give him a tetanus shot. I allowed it because that is one vaccine I do not feel is dangerous based on research I have done. Besides, if one is to be given at all, I think after is better than "just in case", since the child may never need it anyway.
However, if there are any vaccines you do believe are safe, and you don't want to create issues with your pediatrician, get those vaccines in the ER since the pediatrician usually doesn't know what goes on there.
My state does not allow philosophical exemptions, otherwise I wouldn't need to do that....I wish more states had philosophical exemptions!
For more info on state laws, see http://www.909shot.com