Sensational Spider-Man was formerly known as Marvel Knights: Spider-Man.
Initially they renamed it to Marvel Knights as they wished to have a more mature slant to the comics in the style, if not content.
The series was intended to to replace the cancelled Spider-Man's Tangled Web series and was originally supposed to be written by Kevin Smith. However due to scheduling problems he was replaced by Mark Millar. When Millar completed his year-long story arc, he was followed by writer Reginald Hudlin.
With the consolidation of the Marvel Knights line, Marvel Knights Spider-Man was renamed The Sensational Spider-Man as of issue 23. At this time, Roberto Aguirre-Sacasa took over writing duties on the comics.
This page contains a list of all the comics included in Marvel Knights: Spider-Man issued 2004-2006.