[CUnknown]

Sabotage of castle construction - I love this idea! A first step, though, would be to allow spies to detect castles being constructed (and by which commander). Like a report added on to the province report: "There is one unit currently in the province, a lone Commander. He is constructing Ramparts which will be finished in 2 turns."

click sabotage

"You have successfully sabotaged the enemy Ramparts construction. It has been delayed 1 turn and will cost an additional 30 gold. Your spy was caught after the attempt, however."

Spies in seige situations - I agree with Endoperez that scouts and spies should be more effective in probing enemy defenses than other units, but that they shouldn't give a straight seige bonus.

Spies helping your army intercept/evade enemy armies - Great idea! It shouldn't be too great an effect, though, because sometimes armies are hard enough to intercept as is.

Spies planting false information - Another good idea, a spy in a province with your army could help modify the army size as perceived by your enemies. Right now, it varies by like +100% to -50%, I think. One spy could up that to +110% / -55%, two spies +120% / -60% or something like that. And you could maybe choose which way you wanted to adjust it.

Spies sabotaging enemy research - I don't like this one so much. Rather, I would like to see spies able to infiltrate and discover what exactly your enemy has researched, and what he's currently researching at the moment. And how many research points per turn he's getting. Maybe a chance at one of these at once per spy per turn, or something.