Spider sex carries a very definite danger for male arachnids: genital loss. Spiders can actually lose their reproductive organs during intercourse, turning them into spider eunuchs. But, unlike humans, this "castration" actually turns the spiders into even more aggressive fighters.
Several kinds of female animals, including spiders, are known to devour their male counterparts, often right after they finish having sex. But every so often, the female isn't deadlier than the male, as South America's wolf spider will tell you.