Collection methods for spiders vary depending on the size of the spider, its readiness to release venom, and the amount of venom produced. With smaller spiders, like black widows, etc, venom is collected by jimi’s method (collect spiders, dissect out the venom glands, purify venom after removing as much of the outside of the gland as possibe). For many larger spiders (typically ground dwelling spiders like trap-doors or tarantulas, which have downward-pointing fangs rather than inwards-pointing) one can actually milk them by holding the spider and ‘encouraging’ it to bite over the edge of a small vial, just like collecting venom from a snake.
Other spiders are way too dangerous to handle, like sydney funnel web spiders, but fortunately they are so aggressive that venom drips from their fangs when they are agitated. This can be collected using essentially a tiny vacuum cleaner (I used to use a fish tank air bubbler running in reverse connected to the end of a glass pipette with about 1 mm opening at the skinny end). The funnel web spider in its laboratory house comprised of a large plastic jar with potting soil rears up on its back legs, exposing the face and lashing out with front pair of legs, trying to grab onto something to bite. Just hold the pipette near the fangs and suck up the venom. Maybe 20-40 microlitres can be collected from a single big male that way.
Scorpions also vary in size, but are more difficult to get venom from. One method is to remove venom glands from scorpions collected from the field, but you may as well keep them in the lab and milk repeatedly, like I did. Some scorpions will release venom if handled (carefully!) but it is easier and more productive to use electrical stimulation of a trapped scorpion’s tail (the venom gland is in the bulb on the tip) to make the muscle contract and expel the venom. That can be repeated every few weeks. For the larger scorpions (like the big Thai ones, or African lethals with big stingers and small hands) lots of venom can be collected, like 0.5 mL, but for the smaller ones I studied more often (and usually with strong hands and correspondingly with less lethal venom), normally only 2-5 microliters are recovered each time, which made life difficult for someone studying venom.
People often say that the daddy long legs has the most potent venom of any spider, but that’s crap. For all we know, they MIGHT have dangerous venom, but they would make vanishingly small amounts, and have consequently never been studied. Also, from an evolutionary point of view, there is no reason that they would need to have strong venom, unlike the ground dwelling spiders that live for a long time on or in the ground and thus are under significant threat of predation from lizards, mice, etc.