Spiders are easier to add hops to during the boil, but they do have their negative side too. The mesh becomes plugged with proteins over time, restricting the flow of wort around the hops. This is especially true of you put the spider in before the hot break has receded. If your spider begins to take on a rusty tone, it's time for a good cleaning. Not an easy task, but Barkeepers Friend helps a lot.
I see a little better utilization when using bags, as long as the bag is big enough to allow free movement of the hops. Multiple bags work well too. As Denny says, they are also easier to keep clean. The spider is my go to, purely for it's ease of use. I do figure ~5% lower utilization than bags when formulating recipes.