"Anytime you wanna play in the big time, you just let Nick Fury know"

Nick Fury to Spider-Man-Marvel Team-Up #13

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Spider-Man
Bitten by a radioactive spider, high school student Peter Parker acquired spider-like powers and strength, leading him to become the costumed hero known a Spider-Man.

Being a NYC hero, and with SHIELD's central headquarters located in Manhattan, it was no surprise that the friendly neighborhood Spider-Man soon crossed paths with Nick Fury and his agency. Their first meeting was in the wake of Captain America's battle with the Grey Gargoyle, during which Fury was quick to realize that the bad press surrounding Spider-Man was just that. Despite Spider-Man's somewhat vigilante status (albeit light), Fury never seemed to come down too hard on the web slinger.

Unlike other heroes, most of Fury and Spiderman's early adventures all seem to happen purely by chance, as when a Dreadnought from the Maggia came gunning for former Howler Dino Manielli's girlfriend and the web head's separate run-ins with two female operatives of SHIELD, Black Widow and Mockingbird resulted in Spider-Man landing in the middle of SHIELD business. 
On a number of occasions Spider-Man has teamed up with both Fury and Captain America, most notably against SULTAN, and more recently against Madame Web.

Fury's recent recruiting of both Wolverine and Spiderman for a SHIELD mission revealed for the first time that Fury knows Peter Parker's costumed identity. Recruited by Fury again, for his 'Secret War' in Latveria, Spider-Man has found himself more then suspicious of Nick Fury and his actions and motives. Although Spider-Man remains leery of him, Fury holds the hero in high regard; although would admit to finding the web crawler an easy mark for subtle manipulation.
 

Selected Team-Ups
 
Marvel Team-Up: 13, 82-85, 139
Captain America (1): 273-274
Spectacular Spiderman (3): 25-28

Secret War: 1-5
Wolverine/Spiderman: 1-4

thanks to Dan Zadorozny for sprite images. Check out more at his site