I really enjoyed Madam Spider's Web. It is one of those games like Theatre where the writing is a bit more sparse and the game feels just slightly unfinished, but they both have an emotional appeal to them that keeps you playing and sticks in your mind. When I saw the title of this game, it brought up a very evocative picture I've always had of Madam Spider in her room.
This game is short to mid length, with a variety of puzzles. The game feels almost like a Grimm's fairy tale at first, until you start piecing everything together. I think this game was nominated for Best Puzzle not only because of the puzzles solution but because of its deeper meaning.
This is not a long game, and has some very interesting material, so I would recommend that everyone play through it. Good bang for your buck (or for your time, I suppose).