This is off of memory. Feel free to pitch in if I miss any.
Helgen (going through the tutorial cave)
Bleak Falls Barrow (unavoidable if playing MQ)
Ustengrav (room before you "get" the Windcaller Horn) (unavoidable if playing MQ)
Redbelly Mine (next to Shor's Stone NW of Riften)
Nchuand-Zel (below Markarth) (Note: Nimhe spawns twice)
Frostflow Lighthouse (along with Charus)
Folgunthar (ruin in Hjallmarch)
Dustman's Cairn (unavoidable if playing Companions questline) (Tip: Do this mission before level 13)
Ysgramor's Tomb (unavoidable if playing Companions questline)
Cronvangr Cave (arachnophobes should avoid this cave at all costs. this cave alone gave me this fear)
Dimhollow Cave (where you get Serena)
This ruin in the Reach east of Dushnikh Yal (this long name that starts with an H)
This ruin in Blackreach when you enter from the Mzinchaleft ruins (if you stand around the area where the giant patrols and look to your left you can see the spider webs)
The cave that you go through to get to the Forgotten Vale
Those are places guaranteed to have them (that I remember). Unfortunately like the others have said they can literally be found anywhere, any size. The higher you are in level the better chance you have of encountering one and of the spider being the giant version. You simply have to pray to the RNG gods that the game doesn't choose to generate a spider at the area you're currently in.
Anyways good luck on your endeavors and I hope this helps.