Yes, I have tried it. But it wasn't a very good test. My machine was clean, so, of course it found nothing.
It is uncomplicated ... no settings to play with, etc. When you run it, it asks you if you want to check for updates before it scans. If you say yes, it connects to the Internet and gets updates. My Zone Alarm indicates that getting updates is the only time Bazooka tries to connect to the net.
After the updates, it just scans your machine. Since it found nothing on mine, I can't tell you what happens next.
I think it is probably okay, but I run Spybot and AdAware regularly and will likely continue to do so. | 
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Bazooka Spyware Scanner 
