Though all spiders can spin silk, only some of them use it to make webs. Now, when you think of a spider web, you're probably imagining something along the lines of this, right? (Points to web.) That particular kind of web is the handiwork of orb spiders. They start by sending out on the wind a line of silk called a bridge thread, with the desperate hope that it will catch on to something.
Once that's locked down, they get to work on the main structure of the web, ending with a spiral.
Now this is where things get a little bit sticky -- literally. The spider uses that spiral as a guide for laying down a new superglue spiral. Voila! Now, all said spider has to do is sit and wait for the next meal to come along.
Amazingly, web-spinning spiders have the ability to tell the difference between the call of dinner and vibrations made by non-foodie things, like leaves. If only the rest of us could be so discerning.