There were at least two assassins gunning for FLYdude towards the end of the war with Macedon. When I pressed "end turn", our most senior general would often die. If you read the First Consul's report, it looks like DDW killed one with an assassin and a spy frustrated the other. Well played, DDW!

But generally, it seems we do use spies for spying, but not for guarding. We also seem to have assassins who knock-off the odd diplomat. Bear in mind though that each agent costs 100 gold per turn (IIRC) and we are very short of money.

I think it would be a good idea to do the occasional "security sweep": I often use a double team spy + assassin combo. The spy spots the enemy assassin, our own assassin takes him down.