I get a boat load of them every year. I use the spray, but first I like to hang those trap bags near the nest first. Seems to catch most of them in just a few hours, then I spray the nest (AT DUSK). Couple days later, I knock the nest down and toss it or burn it. If I have to spray the nest during the day, I arm myself with a badminton racket. Very easy to knock them out of the sky using that racket. Then I just step on those.
For the yellow jackets, which nest in holes in the ground, I use the bag method (I get those bags at lowes for 5 bucks). Then I cover the hole with compost. Usually a bucket full from the FEL. Leave it for a week. Gets really hot under there. Never had them dig out yet.
I have been stung once.......... the first time I tried to spray a nest in the afternoon. That's when I went to using the bags. Those **** things hurt when they sting.