I bought the Zapper yesterday. So far I like it. There are two ways to use the zapper the first has the Nunchuck connected to it, and you hold it like a Tommy Gun. I perfer that combo myself. the second has you holding the Zapper like a pistol, and the Nunchuck in the oppisite hand.
It comes with Link's Crossbow Training, wich is not a bad game. It mostly teaches you how to shoot and move with the Zapper.
It is ok to hold on to and is easy to get on to target with. I have tried the game with just the Wii and my on target time did improve.
Correct me if I am wrong but so far theonly games that I can think of that support the Zapper are MOHH2, RE: The Umbrella Chronicles, and Ghost Squad.
The box says that the games that support the Zapper are marked with a picture of it on the back.
Overall I like it.