"A spy is a natural traitor." —Napoleon
While not considered a military unit, a spy however is still a valuable part of your arsenal: not only can spies create informants in enemy cities and units, but they can also bribe enemy units and even kill enemy spies and informants. Be careful of your opponents' Observation Posts and Scouts, however, as these units will easily reveal your spies to the world, rendering them capable of being killed by your opponents' other units.
There are several ways to use spies, but perhaps the best use for them is to create informants in enemy Merchants and Tradesmen. Because these units are often isolated and your opponent may not oversee them properly, placing an Informant in a Merchant or a travelling Tradesman is a good way of obtaining information on where your opponent is, or how many cities he or she controls. Another useful ability that Spies have is the ability to bribe: spies in large group can be garrisoned in hotspots to lure and turn enemy units that invade your territory; equally, you can escort them with an army in battle, where they can turn defenders away from your opponent. Riskier and far more dangerous (but more rewarding) is to infiltrate an enemy's entire nation with spies to turn his entire army; because these armies are often accompanied by spies and scouts,