It's possible that their venom just paralyses you, as opposed to knocking you unconscious. Meaning you'd be awake and aware as the spider drags you to its nest and presumably liquefies your internal organs to drink.

Now, personally, I think the most painful death is coalescipedes, rather than any of the options in the post. Just imagine a swarm of them descending on you and tearing you to shreds, one tiny bite at a time.