Spiders are awesome. They eat (and therefore rid your life of) several obnoxious species of insects. Flies, mosquitoes, even occasionally bees. They are fascinating both behaviorally and physiologically, and I never kill them if I can help it. I always try to put them outside, and if they are in my basement or attic, I just leave them there. I only remove them from my bedroom, bathroom, and kitchen because as much as I like them, I still don't enjoy being surprised by them while lying in bed, sitting on the toilet, or eating.
You should never kill spiders. I don't believe it is a sin any more than killing cows or pigs or Yankees fans, but still, they are one of the most important parts of the ecosystem (though you can say that about almost any animal. The wonder and beauty of nature!) Yes, they are creepy looking to some people, but venomous spiders are much more likely to flee than bite you and there are many more non-venomous or "human-safe" species of spider than the venomous ones.
Be nice to spiders! They're a lot of the reason we all haven't died of malaria by now.