The rules for a creature with a climb speed say "The creature must make a Climb check to climb any wall or slope with a DC higher than 0". However, the rules for Spider Climb say "it need not make Climb checks to traverse a vertical or horizontal surface".
Note that that was an addition in 3.5 (it's not in 3.0), which is how these things usually fall out of sync with the rest of the rules (such as for creatures & the magic slippers).
