To make the 'Whatasapp web' option show on the latest Android version on my phone I had to do this:
1. Back up your data (Whatsapp Menu > Settings > Chat Settings > Backup conversations)
2. Go to 'App Info' for Whatsapp had to 'Clear data' (Settings > Applications > Applications Manager > Whatsapp)
3. Restart phone
4. Access whatsapp -> enter your phone number -> restore from backup
5. The 'Whatsapp Web' should appear under menu now