I think the absolute best solution to this problem would be the one that's been employed by various other games in the genre already w/ respect to worker units: a hotkey that cycles through all idle units. In this case it could be applied to the agents on the campaign map. It would save a lot of time that you currently have to spend going through the roster list looking to see if each guy is doing something this turn.
A great addition to that would be an actual agent mission system to keep track of what each agent is doing. You could assign spies to guard cities or remain in enemy cities for x turns or indefinitely. Priests could be assigned to preach somewhere until a condition is met - maybe 90% your religion, or whatever you choose. The point is, then you'd know at a glance that the agent was actively doing his job - and, consequently, anyone not "on a mission" would be considered idle, and the idle agent hotkey would cycle through them so you could assign missions.
The other big perk of this would be that agents on missions could automate their own movement toward the objective. It's a huge annoyance to me that my agents have their movement interrupted every 2 turns, and I have to try to remember where they were going and why so I can redo the trip. It would be relatively easy to implement this, and then the agent would remember where he's going and not ask me for directions all the time - he'd simply go, and re-plan the trip himself whenever necessary.
The real point here, though, isn't the time it would save - it's that without it, I can't and won't use agents in any stage of the game save the very earliest. As the game progresses, the number of agents required to get things done becomes quite high, and the current method of controlling them simply is not good enough to make it manageable. The agents are a great idea, and very interesting, but some better way to manage them is clearly required to make them a useful and usable part of the game.
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