In my line of work as well as my previous line of work you tend to get a few hundred webs here and there and you tend to just get the hell over it you wipe em away or try to preserve them because some can be quite spectacular especially in the morning and it is amazing when you get rid of one the spider has another one up the next day. Personally i love all the different types off web that the different species make it is amazing and as Oskar said they can be quite strong and sticky especially the garden orb weavers silk very very sticky Rocky would have a better chance at getting laid than getting that stuff off and well we know how well rocky's luck is don't we......
Usually i hate any matter on my face in general whether it be web bugs or other crap so i generally get it off pretty quick the spider doesn't worry me it is just the feeling of having stuff on my face i am a bit of a freak haha actually whats worst is when you feel something on you and find out its a spider but yet you have no recollection of ever encountering anything that could have transfered a spider to your body dum dum dum.......or when you find Toby Macguire sitting on your shoulder.