Several wire coat hangers or similar wire - the stronger the hanger the better they will support the weight of the Spider's body.
Aluminum Foil - The heaviest duty kind that you can afford. The amount of foil needed will depend on the size of spider that you are making.
(Optional) Sraypaint or a tube of Acrylic paint - Some people may want to leave their spiders with a metallic finish, so paint is optional.
Once you get good at making this creepy suckers, you'll be able to slap them together in about fifteen minutes, not counting the time needed to paint them.