Personally I would prefer training without a bark collar. Molly barks out the front window and I am training her to come to me and sit. When she settles down, she can go back to the window, if she barks she is called back to me.
yes it is always better to try train without the collars, but i would be interested to hear peoples responses to 425's question as i have thought of this myself, although milo has never been noisy enough to need one...
Bark collars can be a great tool but they should not be used on puppies - adult dogs only.
You also need to consider why the dog is barking. If it's boredom, stress, anxiety etc that problem won't go away if you manage to stop the barking with a bark collar - it will just present itself in different behaviours (destructiveness, digging, etc).