Ditto what Sharon said. I know a number of breeders who give their own shots, especially to puppies in a litter (it's probably safer than bringing the pups to the vet's office, where there are usually sick dogs), but they've learned from their vet how to do it, they get the vaccines from their vet (so they know they've been shipped/stored properly), and they're aware and prepared that the dog may have a severe anaphylactic reaction (or a number of less severe reactions).
My dogs don't get annual shots, but they do get annual heartworm tests, at which time they also get the wellness exam that Sharon described. (Even for those in areas without heartworm, I do suggest an annual wellness exam.)