Shuckle, Galvantula, and Ribombee are excellent Sticky Web leads.
Shuckle is a common lead, often carrying Stealth Rock, Sticky Web, Infestation + Toxic/Substitute/Protect. Shuckle's massive defenses and Sturdy ability allow it to set up easily. Using the item Mental Herb allows it to evade the effects of Taunt once.
Galvantula is frail and needs to have a Focus Sash to reliably be able to set it up. However it also has access to Thunder Wave to make setting up easier for your oncoming Pokemon to take advantage of. It also carries strong offensive pressure with the moves Thunder, Bug Buzz, and Energy Ball.
Rimbombee is hyper fast, often being able to set up a Sticky Web before it is Taunted. It also has access to Quiver Dance so it can immediately start boosting up to threaten unprepared teams with STAB Moonblast and Bug Buzz. However it is ridiculously frail, and needs a Focus Sash to set up reliably. It can also run Trick with Choice Scarf to cripple opposing leads right off the bat before setting up.
Slurpuff and Araquanid can also carry Sticky Web, but most Slurpuff sets are Unburden Belly Drum sets with Play Rough and Drain Punch (with Protect/Substitute) whereas most Araquanid run Choice Band or Assault Vest (to switch in and tank special hits while threating STAB Liquidation) so Sticky Web, while an option, is still uncommon.
The final preference is upto you, the player, and your play style. Your Sticky Web lead should have decent synergy with the rest of your team, and different Sticky Web users are useful in different situations. However, Shuckle is usually the most commonly used Pokemon for its access to Stealth Rock, so you don't need another Pokemon to set up rocks.
