I've NEVER felt a spider bite me. But I blow up like a balloon from them. I'll get a lump the size of a golf ball, with two very distinct 'fang' holes in the center. If I'm not mistaken, most spider venom has anesthetic qualities to it. And as the fangs are so thin and short, you really don't feel them when they puncture the skin. Mosquitoes, on the other hand, inject an extremely HOT anti-coagulating liquid, and it's the heat of the sting that we feel, rather than the puncture itself.
Very true! The bites are never felt. But then the red area with two fang holes starts to blow up and itch! Sometimes I do feel their tiny little legs on my skin!