-Good spies tend to hide in "blindspots", or notches in the map that are seldom traveled. If you have a good hiding spot that's JUST out of normal sight, you wont even need to decloak before stabbing someone. They will get the kill, and set themselves up for an easy escape most of the time.
-Spies, when running away, tend to either flee directly towards their team's territory (especially on Payload and Control Point maps), to the nearest health/ammo kits, or to hide in aforementioned corners that other classes have no reason to go to.
-Spies will usually go after anyone who is in the back of the line (and therefore not witnessed when murdered) or anyone who is not within the range and sight of a sentry gun (because that would usually mean a heavy risk or certain death).
-Mission-minded spies will bypass easy kills on certain enemies in favor of remaining unexposed to tackle tougher objectives, such as wiping out an Engie and his nest, taking out the enemy's Medics, or instakilling that damn Heavy/Soldier/Demo who your team just can't surpress with firepower alone.
-If a spy wants a sniper dead, it is only a matter of time before he gets what he wants. Even with a Razorback equipped, a Spy can kill you in 3, or even as few as 2 revolver shots. Unless you are ALSO within range of a Sentry, he WILL be able to take you down with no problem.
-Spies will wait to attack groups. The heavier firepower the group is facing, the more distracted they are. Medics and Heavies are juicy targets.
-Dead Ringer spies often don't care about subtlety - they aren't acting alarmed when caught or making a desperate fight or escape, you can count on them reappearing 8 seconds later in the nearest corner behind your back - unless they are trying to pass your team's chokepoint, in which they will continue to run straight forward.
-Pyro is the most often used disguise, followed by Engineer, Sniper, Spy, Demoman, and Medic. Heavy, Soldier, and Scout are used less frequently due to their slow and vurnerable (or in the case of Scout, obvious) disguise.
-If a Spy is using the Cloak and Dagger, you can pretty much ignore him - he is probably far too picky and nervous to move, and is therefore a worthless hinderance for his team. Avoiding getting stabbed by the elucive C&D Spy requires one or two turn-arounds: he will identify you as careful, and therefore too risky to approach.
-Spies using the Your Eternal Reward can be very dangerous, especially as Saharan Spies (who DO NOT MAKE ANY SOUNDS when decloaking, even with the Dead Ringer). One of the best ways to identify a spy is if your teammate behind you suddenly screams in dying agony when there are no apparent threats - the YER knife completely nullifies this, and a whole team can be wiped out without anyone realizing what happened.
-The Enforcer revolver can kill in two hits. Yeah, two hits. If a Spy can aim, you are already dead.
-Also, 2 suspicious behaviors of disguised Spies: If your teammates are neither firing or reloading, and if they are deliberately avoiding contact.
-Above all: Just watch your damn back. Most spies are not aggressive, and will be driven off by a second glance into nothingness.