Does bug spray work

That's really too broad a question to be answered. There are many kinds of bug spray; some of them are more effective than others, and what exactly do you mean by "work"? If it kills 98% of the bugs, is that "working" or "not working"? How about if it doesn't actually kill any of them, but it keeps all of them away? You'll need to be a lot more specific if you want a good answer.