One of my friends had to get me to do the bit at the beginning of the game where you have to get passed some spiders while escaping Helen because he was so scared of them...
When I first moved out of my parents house i was living with a friend from my highschool. One night as I was getting ready for bed I could hear some banging noises coming from his room and it was getting louder so I took a look and here he was standing on the headboard of his bed pitching books at this spider on his floor. I walked over to the spider in my bare feet and stepped on it to kill it and told him to quiet down and go to sleep...lol
so in answer to your question...no they don't scare me at all.
I'm arachnophobic as hell in RL. I once almost crashed my car because of a spider dangling down from the steering wheel right on my legs. True story. CG spiders don't scare me one bit though, I'm actually fascinated by how good the spiders animations are in Skyrim.
I just don't get how anyone could be scared of spiders. I mean, sure, if spiders that big existed IRL, I'd be scared of them, but in a video game? How?