Frying pan and skillet are more often heard nowadays. The following excerpt from American Heritage Dictionary explains it all:
frying pan (frÌ´îng pàn) noun
A shallow, long-handled pan used for frying food. Also called fry pan, skillet, spider.
Regional Note: The terms frying pan and skillet are now virtually interchangeable, but there was a time when they were so regional as to be distinct dialect markers. Frying pan and the shortened version fry pan were once New England terms; frying pan is now in general use. Skillet seems to have been confined to the Midland section of the country, including the Upper South. Its use is still concentrated there, but it is no longer used in that area alone, probably because of the national marketing of skillet dinner mixes. The term spider, originally denoting a type of frying pan that had long legs to hold it up over the coals, spread from New England westward to the Upper Northern states and down the coast to the South Atlantic states. It is still well known in both these regions, although it is now considered old-fashioned.
Excerpted from The American Heritage® Dictionary of the English Language, Third Edition © 1996 by Houghton Mifflin Company.