in some versions of the game, they move fast enough to help. In others, the crusaders move too fast for them to keep up. In that case, you are 99 times out of 100 going to want troops instead of spies.
Same for mobile seige equipment. Although I have found use for ballista in France (Paris) and northern Italy, and a use for a spy with the Turks to take Constantinople one turn faster.
Also, spies can open the gates that turn, but most turns its taking you the entire movement to reach the settlement, so you cannot move on until next turn anyway, and by then, you have ladders and rams and you take the city and move on in one turn.
If you take one city per turn (approx) with an army, spies and ballista will only SLOW YOU DOWN. And they are a waste of money at that point.
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