Firstly, Have you read the respective section in the manual?
1. Nobody really use spies/saboteurs in the early stage of a match, since they're expensive and you'll need money to replace some of them when they're captured by the enemy. Besides, developing your country comes first to work to destroy another. I recommend to hire them when you have more than 300k in your account and your income flux is above +2000/h
2. Information Spy is basic for you to know about other countries. That applies for both allies and foes. (for example, that spy will give you info about your ally's available resources, so you can do a transaction giving him resources he need and him giving you resources you need. In the same mode, you could "sabotage" an enemy by buying all existences of a resource in the stock market thanks to that info)
3. Out of the two types, military saboteurs are the best since they directly impact on the enemies war machine. Economical Saboteurs, instead, are more effective on a province without any relevant building. So, if you want to destroy a province to make its population to revolt, first destroy its infrastructure with MS before using ES. Note, however, it would be needed too many days (and too much money) to achieve that goal. Otherwise, if you only want to harm the war capacity of that country, MS in its relevant provinces are all you need for that.
The Instant spy actions for GMs are color coded and correlate to the non-GM spy color coding assignments..
I have numerous times effectively used Mil spies to temporarily damage a railroad to slow their rapid re-deployment to defend against me. It's also useful to disrupt production of a battleship, railgun, etc if you can damage the harb/rail or factory.
There are ways to help reduce the chances that their Mil spy will target something important. I'm sure you can deduce how to do that.
I don't us GM spy actions that much except for one. An opponent could raise a level 2 fort to a level 5 in a matter of seconds with GMs if I am coming at him with a large stack and he is unprepared. I would never know it until I have gutted myself easily turning the tide of war. That's Bovine Scat in my book and Bytro refuses to address such things reasonably so to counter that I may do an instant Intel Spy on that prov to reveal it's fort level. It also comes with revealing troops there and in nearby provinces which I don't like but I must know if they raised that fort level instantly. It really does suck that I have to do it.
When you are using spies you really want to use intel spies often and rarely use the other two. It's very dangerous for spies to take overt actions of sabotage.