I agree w/ Helgy on leaving pilots ON. Also makes the thermocouples last longer if they stay ON.
Spider webs are usually only in the burner orifices and usually only the larger NG ones. Pilot orifices usually get a build up of crud, which is why you should hire someone like S/P to come out annually and perform a professional service.
If you shut off the gas, any remaining gas downstream will eventually leak out over time. This happens rather quickly with NG back to the main operator but then it slows down. Remember, ANSI Stds allow for 200cc/hr leakage through the valve seals at 3/4 psi and 235 cc/hr through to the burner. However at low pressures, things change. LP guys will tell you their regulators leak more at very low pressure than high.
I deal with gas engineers on a daily basis and have never come across gas breaking down or decomposing. The odorant in the gas can allegedly fade. I say allegedly because recent litigation still has this theory up in air(pun).
As for bleeding pilots, I would offer an a modification of S/Ps advice: place a gas sniffer at the pilot and purge until it howls. Remove sniffer, fan the combustion chamber well. Light a butane lighter wand, insert to pilot, then push knob bleeding gas to pilot and ignite. Once flame stabilizes, turn off. Fan firebox to evacuate fugitive gas--don't rely on it to dissipate on its own, esp. LP. With GLASS OFF, ignite pilot using piezo, snapping every 3-4 seconds. IF you cannot get the pilot to ignite right away, check the spark gap, clean the igniter electrode, check the connection to the piezo, check the ground, and adjust spark gap only if really off. Use one plier to steady the base while the upper one bends the electrode. May still crack the ceramic insulator. If humid, use your butane lighter wand to dry the insulator first.
DO NOT try to light LP pilots with the glass on!!!