I clean the spider webs either in the fall or in the spring so they can start fresh!
In my tack room I clean when ever I see one, don't like them on my stuff! Also I watch the light bulbs to be sure nothing is on them, my nephew is a firefighter and they are great sources of info.
In the horses area, they come in and out at will, I let the new webs stay there because they catch bugs. We don't have any spiders that can seriously harm a horse here, so no worries there.
Vida, do you have bats that are eating the bugs so no spiders?