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I'll almost always use spies, even if just to take away a City State the AI blew 25 Envoys trying to get, or to counterspy to keep them from messing with my own projects.
The most valuable thing for me is maintaining control of city states, and spies can help with that. Bonuses for being suzerain of a city state can be significant. For me, the most valuable city states are Kumasi (extra culture from trade routes), Aukland (production on coast tiles), Cardiff (electric power from harbor district buildings), Kandy (relics for discovering natural wonders), Valletta (city center buildings and walls can be bought with faith), and Bologna (extra great person points from districts). If you are a wonder builder, Brussels is helpful. If you have happiness problems, Buenas Aires and Zanzibar are helpful.
Once spies are fully leveled up, I use them as counterspies, which is very helpful, especially if you are trying to win a space victory.
Spies also have military value. If you have a spy in a listening post, that increases your diplomatic visibility with that player. In combat, diplomatic visibility between combatants is compared, and the side with higher visibility gets combat bonuses. Therefore, when you increase diplomatic visibility, you are either increasing your combat bonuses against the other player or reducing their combat bonuses against you.
Also, a spy in a city you are attacking allows your ranged units to see the city while they stay out of range of the city walls. Artillery can be vulnerable to attack, so a spy in a city might be helpful while you beat the defenses down.
Just a few ideas.
1. Counterspying. I find the AI can be very determined at sabotaging industrial zones and spaceports, particularly in your capital, and stealing gold from commercial hubs. Carefully positioned counterspies can stop a lot of these attacks and save considerable time, aggravation and gold.
2. Where you do not have visibility on a target city, a spy is a convenient way to, as said, make it visible to your units.
3. Listening Post. Again as said, this grants an extra level of diplomatic visibility. Not particularly useful but not worthless either.
Obviously a lot depends on the map type and your playstyle but spies have their uses and shortcomings, just like most other units.
I just use them to defend key cities (spaceport especially) and to swipe dosh from people I don't like.
If there's a civ with a hilariously OP ability (Korea, Greece, etc.), that I haven't discovered until mid-game (because they were on a different continent), I use spies against them remorselessly.
I've never used them in city states, how/why does that work. CS's are usually too far behind to steal tech, and don't have govenors. What am I missing as far as using them to control their suzerainity? Thx.
It also pays to have the policy in place to speed up missions, and if you're lucky a spy with the promotion to speed them up more. Fabricate Scandal takes a while, but like I mentioned before, the ability to wipe out a lot of envoys your foes have spent and can't get back is satisfying.
Kill every ai civ. Don't just kill them, humiliate them. Leave them a city in the tundra. And erase all their others, placing cities where the ai should have.