As a matter of fact, Spider Climb does not allow to traverse frictionless surface automatically, much as the spiders can't traverse glass, for example. All it does is granting climb speed to its subject, and that doesn't even mean automatic climb success:
A creature with a climb speed has a +8 racial bonus on all Climb checks. The creature must make a Climb check to climb any wall or slope with a DC higher than 0, but it always can choose to take 10, even if rushed or threatened while climbing. If a creature with a climb speed chooses an accelerated climb (see above), it moves at double its climb speed (or at its land speed, whichever is slower) and makes a single Climb check at a -5 penalty. Such a creature retains its Dexterity bonus to Armor Class (if any) while climbing, and opponents get no special bonus to their attacks against it. It cannot, however, use the run action while climbing.
Still, climb skill could be used to traverse horizontal surface
With a successful Climb check, you can advance up, down, or across a slope, a wall, or some other steep incline (or even a ceiling with handholds) at one-quarter your normal speed. A slope is considered to be any incline at an angle measuring less than 60 degrees; a wall is any incline at an angle measuring 60 degrees or more.
but in the case of "magically frictionless" surface skill check will either receive penalties (-5 for slippery surfaces, I'd suggest at least -10 in the magical case) or be outright impossible (if it is also perfectly smooth).
Note: creatures with climb speed moves at its full climb speed while climbing, or at double that (but not greater than its base land speed) while performing accelerated climb.
The answer is in your bold letters.
The subject can climb and travel on vertical surfaces or even traverse ceilings as well as a spider does. The affected creature must have its hands free to climb in this manner. The subject gains a climb speed of 20 feet; furthermore, it need not make Climb checks to traverse a vertical or horizontal surface (even upside down).
The description says that it doesn't need to make Climb checks in order to traverse a vertical or horizontal surface. In that case, the check is to overcome the slippery effect of Grease spell. I would assume that it is the same as saying that a creature with walking speed needn't make any Balance checks to walk on an horizontal surface. But it still needs to make them in order to overcome obstacles. Grease is an obstacle, not a surface.
The spell calls for a Balance check, but given the specificity of the situation you describe, your GM could perfectly call for a Climb check instead. It seems reasonable.
Best Answer
Explicit Listings
The vampire and hooded pupil (Libris Mortis, p109) templates provide spider climb.
Looking it up, I find that the Katane template (half-vampire, Dragon Magazine #313, p64), also gets spider climb.
These races have Limited versions of spider climb: Immoth (Monster Manual II, p128) and white dragons get Icewalking (spider climb on ice and snow), and copper dragons and sapphire dragons (Monster Manual II, p84) get spider climb on stone.
Each of these are Extraordinary abilities, except the hooded pupil's, which is Supernatural.
Other options
Since the chitine can climb 'as if under the effect of a spider climb spell', and has a listed climb speed, these races, which gain a climb speed instead, may bear consideration as well (although spider climb is better than a mere climb speed, due to not requiring climb checks):
The forestkith (Monster Manual III, p64) jungle and snow (Frostburn, p136) goblins have a 20' climb speed (jungle goblin is LA +0 and it can use Dexterity rather than strength for climb checks). The grippli (Dragon Magazine #324, p87) has a 20' climb speed as well. The arachnoid and chameleon creature templates (Underdark, p80, 83) gain a climb speed, as does the Nimble Skeleton template (Libris Mortis, p162). The nether hound template (Dragon Magazine #322, p89) also gains a climb speed.