Patience young grasshoppa! Post your own spies, like
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IRONxMortlock
said, into your own castles/cities and the chances of enemy armies sieging your cities and castles greatly diminishes because you have killed their spy every time(I've personally killed 5 spies attempting to check out Bordeaux). And a good trick that I use sometimes when moving around in a contested area is to have a spy traveling with my army/armies, and when I come into contact with an enemy army I take the spy and send him into the enemy encampment to see if I have a decent chance of beating him without losing to many guys before even fighting. It's worked just about every time and the same goes for attempting sieges. And a decent spy usually does the trick no matter what....unless he is a fruitcake.