It wasn't one of those small, harmless ones either. This fucker was larger than my thumbnail. So what do I do?
I didn't want to squish it, as that would leave an unsightly stain on my wall. So I hit upon the idea of scooping the spider up gently with a piece of paper and flinging it outside. Unfortunately the spider had other plans.
As soon as the paper touched the spider it immediately fell off the wall onto the carpet. Which was brown. Like the spider.
So now I have a spider lurking about in my room. FML.