I usually settle Great Prophets. As i am a Great wall-oholic. My first GP is usually a Great Spy. I used to settle him as soon as I got him. I have learned the error of my ways. There are a couple of reasons.
One: When you settle the Great Spy, you must then decide who to focus your points against. Keeping them spread can help with the more passive espionage like demographics and such, but you don't accumulate enough vs one Leader to truly tech-rape them. Also some of the eventual tech laggers are wasted EP.
Two: On Marathon you get 9000
for an infiltration. So I am guessing you get 3000 on normal and 4500 on Epic. Assuming you are running more scientists than spies (due to wanting to bulb Education, build an academy and only one spy specialist per city being available until Constitution) it could be quite a while before you see another Great spy for an academy. It takes 250 turns to generate 3000
with a settled great spy. That is half the game. And like beakers, early is better than late.
Three: Infiltration immediately drops the cost of espionage an insane amount. On Emp difficulty I tend to have 100% + espionage ratios before the infiltration. Afterwards it is in the low 70's and sometimes even the 60's. So you have 3000
(or 4500 or 9000 depending on game speed) available to spend @ greatly reduced costs.
Example: last game I used a Great Spy and stole Fuedalism, Machinery, Guilds, Engineering, Drama, Music and some cheap techs I didn't really want but he was out of goodies. And i had enough points left over to steal Gunpowder 10 turns later when he finished it. I even stepped down my beaker rate on liberalism so i could snag Chemistry.
The only time I would consider settling a great Spy is if I started with stone and had the Mids for Rep. At that point 6:beakers 12
is just too big to pass up. Especially with a library and or monastaries. And maybe even an academy.
Scotland Yards are for post-Constitution Great Spies. Depends on my mood or if I want a tech right then and there. If i have done an earlier infiltration, then a sceond infiltration will really drop the espionage cost. I can steal some pretty hefty techs late game with a second infiltration. Between the super low cost and the sudden jump, I can nab things like Industrialism, Genetics and other goodies.
Espionage is unique in that the amount you invest in it vs how much your opponents invest in it affects your/their return on the investment. generating more beakers does not make your opponents beakers less valuable. It actually makes them MORE valuable because of the discount to the tech from someone already knowing it. Generating more gold than your opponent does not mean his/her upgrades/cash rushes cost more.
On the subject of other GP's. It really is a matter of my needs at the time they pop up.
GE's are for rushing wonders or for Mining Inc.
GM's if i get a super early one I may bulb currency. If currency is close to being tradable/stealable I may save him for Banking and Merc. I definately save him for that if I have the Mids and am running Rep. Later in the game....trade mission for upgrading.
GS, academy first bulbing until I get less return. Then GA's.
GA's are for Golden ages. Except if i can Bulb music before anyone else researchs it. then i bulb music and use THAT GA for a Golden Age.
GP's settle early, GA's later. MAYBE bulb Theology for christianity or 1/2 of Divine Right. Depending on my needs.