Spy has the widest range of possibilities considering all your agents. Classical killer, based on cunning will use spy skill and then furtiveness and mass poisoning. Thanks to that you'll be able to poison every garrison or enemy army before starting the fight, which significantly tips the balance in your favor. With a little practice (and few turns before the attack) you would be able to reduce enemy army even in a half.
Skills reconnaissance and infiltration are used very rarely. It is good to have them in reserve with best trained killers - in case when enemy agents start mass attacks on your territories, your agent will be able to create spy network in the province and quickly detect the enemy. These skills are more useful during the clash with living opponent than with AI.
If you choose antagonist and then sabotage, you'll be able to fully block one building in enemy province. Constant attacks on a port or barracks for example, will not allow enemy to recruit elite units, effectively excluding him from the fight. Unfortunately, agents with those skills are very vulnerable to enemy assassins' attacks.
Authority branches are least useful. Disruption can be useful in the initial stage of the game, to fast reveal the map with captured information or to create unrest in single settlements. Unfortunately in such case a dignitary is much more effective, because he can also prepare the terrain for invasion, by spreading your culture in the given location.