Taste is fine, they are fried in salt and or garlic, can't recall exactly. It's the mental side, that's makes it hard as you know it's a spider. Their abdomen is all gooey. You get them from a little place between siem riep and phnom penh. Closer to phnom penh. Google it, I can't think of the name but any go there just for that.
Bangers is great but you either love it or hate. Hire a long tail boat and go on tour around the river and canals. Check out the red light areas. We liked Soi Cowboy, we had a night out there at a girly bar that had a live rock band, sat outside watched the world go by and had a great night with the girls. I wasnt hassled as my wife was there, they just chatted with us all night. Me and my mates on another trip paid the tuk tuk drivers heaps of money to race and do wheelies. That was fun at 3am off our heads. They loved us as we tipped our 2 drivers around $40 aus each. Got great video footage of my mate hanging out the back on the drivers advice to help get the front wheel higher, he nearly fell out. In hindsight not the best idea.