I just put a glass over them, slide a post card or similar underneath, then turn the whole lot upside-down so you can keep the little!!! beast in the glass without the card. Open window, wave goodbye.
However my wife won't get that close, so she invested in a spider catcher. It's a plastic handle about 30 inches long, trigger one end which operates a ring or cone of nylon bristles at the other end. When the trigger is pulled the 'ring' opens up, and is placed over the intruder. Releasing the trigger allows the bristled to close gently over the spider, trapping it. Then it's open window, pull trigger and, again, bye bye spider (unless it just climbs back in through the nearest opening so the whole procedure begins all over again).
She was so impressed that she bought one each for our 3 grown up daughters - 2 of whom also think it's great (but the third still screams and calls for hubby). I have no idea where we bought ours from, but if you go to
www.spidercatcher.net/ you'll see what I mean. They may even be the same as ours.
K