I tried out Spy a couple times but wasn't really getting it. You can't attack when cloaked.....your little knife/shiv thing isn't all too effective.....there's this box that is supposed to disable turrets I think but damned if I know how to use it.
Scout seemed okay, but not like he excelled in any particular area.
spy is the hardest class, you have to evade enemies while cloaked, choose a wise disguise and backstab people without letting the enemy know you are around. Sap a turret first then backstab the engie if possible, the knife is worthless unless you get a backstab. Avoid pyros like plague.
Scout is fast but dies easily, they count as two people when capturing/moving the payload which is their main use, get up close with the shotgun they use and pull the trigger, also avoid pyros like the plague.
pyro or medic is the best class for anyone new, both are helpful and easy to play
sorry im assuming you are new, heh