Yeah, one of the first places I lived on my own was _infested_ with black widow spiders. At any point during the night, I could flick on the light and there would be 3 or 4 crawling around. The last few weeks I was there, I slept outside in my car. :/
It was miserable, especially since I used to have quite a spider phobia. (I spent a few years catching, examining, and reading up on them in order to conquer my fear.) Koafter is right, after a while you realize they want nothing to do with us... all they want is to dart around eating other insects, which is pretty cool.
These days I just leave them alone, or put them outside, unless it's something potentially harmful like a black widow.
Now...
centipedes, on the other hand... doubt I'll ever get used to those. ;-)