If you install VI you can build upgrades for the brothel and the drinking den. Also, Syria gives a +2 bonus to assassins (again with VI installed) and Castile a +1 to inquisitors and grand inquisitors. Portugal gives bonus to caravels, not inquisitors.

You can train spies by letting them cause revolts in rebellious provinces (like Portugal) or by having them catch assassins and other spies. The valour calculation system is not entirely logical, so they will gain stars even if a border fort or higher valour spy is present. There are other ways of letting them gain valour, but these are risky.

For assassin only training helps, but you can train them on emissaries or on themselves. Attacking peasants will result in a lot of dead assassins and a paranoid, disloyal peasant commander, but it might just work .

Emissaries can be trained by sending them to a monarch that is sending you an offer of alliance. If you see an emissary that is heading for you, move your king away and send one of your men to their king. Success is guaranteed, and your emissary gets the valour bonus.