you just need to own braavos, then you get one for 10.000 ..not really worth the trouble

In my opinion, the spy from the master of whispers you recruit as part of your staff for one of your towns is much, much more useful. They are archers and skilled marksmen in battle, you can right click on lords and parties on the map to send them off to skirmish them (really useful if you have a large army and you're trying to take out an army much faster than yours). You can also use spies to infiltrate towns, castles, and villages by right clicking them. As they infiltrate them, you can use them to sabotage the place but if you leave them there, you can get a report of how much troops they have no matter how far away you are via the reports menu. They can also help improve your relationship with the place. Unfortunately though, they are eventually caught and you'd have to send another spy.