double click on the pentagon shape on the bar of the city what built the intell agency, you'lll get an option to plant a spy to all the civs you got embassies with. it's risky, because it may fail and you can piss them off. when you plant a spy, clicking on E (the espionage option) and choosing a civilization you got spy at will let you choose either to use embassy or a spy, when you choose spy, you can do a lotta more then just investigate or steal tehnology, like steal plans, sabotage industry, propaganda (which I NEVER got to work, what's up with that???) etc. Also, having a spy, on your military advisor screen, you can check what kinda armies your opponents have.