Spiders make lots of kinds of webs. The webs serve at least 2 purposes - catching the prey and protecting the spider from getting eaten.

Orb webs are probably the most famous type of spider web. They certainly have spaces big enough for insects to fly through, but they have 2 features that are good for catching the prey and protecting the spider. The spiral part of the orb web is made of "capture silk," and it's sticky, so the insects stick to the capture silk. Also, when part of the web wiggles, the spider can feel the movement, wherever it is on the web, which alerts the spider to either food for it or a predator wanting to eat the spider. The capture silk spiral is attached to another type of silk related to dragline silk. It's stronger than capture silk but not sticky, and it forms the spokes of the wheel-like orb web.

Other spider webs have closer spaced silk strands and would seem to have better geometries for trapping insects by having them get tangled in the web.

Some of these webs are sheet webs and frame webs. One type of spider, Agelenidae, weaves a dense sheet of web with a funnel-shaped hole at one end where the spider can hide until it senses prey and comes out to eat it. I've seen these webs in tall grass, where they're near the ground. They're easier to see in the early morning when they have dew on them.

Another spider type, Linyphiidae, builds sheet-like webs that can be nearly 2 ft across! The dense sheet-like webs are held up by many silk strands related to dragline silk, and the insects hit those silk strands and then drop down onto the sheet-like web.

I got some of this information from a book called "Biology of Spiders" by Rainer Foelix.