I've seen a few funnel web spiders in my time and they're pretty scary, but they've never been in the house so I just leave 'em alone.
As for more household bugs, I generally kill on sight.

But I draw the line at mice. I love mice! I used to own several and in summer when we kept their cages outside, I would go outside in the mornings to top up their food and there'd be 2-3 wild mice running around outside the cages trying to get their domesticated cousins out. It was cute. I started leaving some food for them too, just outside the cages, but my parents put an end to that.