I always try to save the spiders, but if the spider is being a little ***** and won't let me rescue it then it goes one of two ways: 1) if it's in an inconvient place, it dies or 2) I leave it alone.
Sometimes I just let the spider chill and during the winter I just leave'em alone. I wouldn't want someone to shove me outside during the winter with no protective gear, so why would I do it to the poor spider?
On the other hand I have a fear of flying insects, so moths die everytime they enter my house. Stupid moths.