I've rushed Spy Agency before, but I think you're better off overall if you grab Robotics first and build Autoplants while researching Computing. After that I like to grab Communications to build a Command Center, as the building quest gives an additional covert agent. As Xenotitan says, stealing science is probably the best use of your covert actions: It gives you 25% of the cost of whatever you're researching when the action completes. With that in mind, after Communications I like to make sure I have a line to an outer ring tech that I'll want so I can dump stolen science into it. If you're going Supremacy, this might be Artificial Intelligence to get to Hypercomputing. Social Dynamics and Bioengineering are also good ones to shoot for. If you're planning a Domination game, you could do worse than getting Fabrication to get access to Cybernetics for Orbital Lasers and Phasal Transporters.
Not only are the more difficult covert actions harder to pull off, they also aren't very useful aside from Coup'ing capitals. Recruiting Defectors can be useful if you just can't find time to build/buy your own units, but if that's the case you've probably got economic problems. And the level four intrigue options only hurt the AI, and only in that one city, which just isn't a good return on your time investment.
Score isn't terribly important (I don't even pay attention to it in single player games), but if you're consistently behind the computer you may be playing inefficiently. Score is based off of a lot of factors, but population and territorial control factor in largely, so you may not be expanding enough. Like Xenotitan, I enjoy the free Colonist from Prosperity for jump starting my expansion, but if I'm not going that route, I'll usually hard build a Colonist after setting up a trade depot (in case a station I don't want to lose pops up nearby). After that, I like to expand by rush-buying a Colonist whenever I have enough energy, which keeps my existing cities growing and building other things.