Quote Originally Posted by Martok
The only other use I've ever had for them is that on certain occasions, they've managed to open up a castle's gates so I don't lose men having to assault it. This is a very rare occurence in my experience, however.
I manage to open castle gates quite often. The trick is to wait for a while. It is especially good to use spies for opening castle gates if you want to keep all the buildings in a province, as none will be lost if the spy succeeds.

Here's the trick. Annihilate the enemy army so that it's down to very few survivors who retreat into the keep/castle/citadel/fortress. Besiege them for a few turns. Send your spies to the povince. That way they'll keep it happy while you wait. Every turn, test the castle with one spy to see the odds of success. Once the percentage is high enough (>50%) order a spy or two to open the castle gates. This may consume a few spies, but it may spare you up to 30-40 years' worth of buildings. And if a valour 0 spy succeeds in opening a citadel, he may even get two stars for his troubles. Well worth it in my experience.