I'm not the greatest spy, but I can offer up a few less-than-obvious tips.

Time your cloaks before you venture into the open. It takes about 3 seconds to fully cloak. Example: Ever wonder how snipers seem to bean you every time you walk out of the battlements on 2fort while you're cloaked? It's because you didn't cloak soon enough and that sniper saw you mid-cloak. Very suspicious.

When in enemy territory, change your disguise often. Someone sees you as a pyro and suspects something (which happens a lot), duck around the corner and switch to demo (or the class of your choosing)

Contrary to myth, there are times when you can disguise as Heavy. Just run in the right direction and nobody suspects a damn thing.

On public servers, players are typically less aware of their teammates. This means that you can disguise as any one of them, and as long as you look like you're doing the right thing, you'll be okay.

You'll get the occasional engineer that would rather kill your sappers than kill you. Just keep sapping, keeping the building between you and the engineer. You can damage it faster than he can fix it, esp. if you sapped his dispenser first.

While it's more advisable to follow side-routes, if you must venture into the open, hug the walls while cloaked. The enemy will be too busy firing at your oncoming teammates to notice you slipping by.

Cloaked, running through a raging battle, be quick on your toes. You'll find yourself weaving in between enemies and rockets. If you can pull it off, it's not only fun, but intensely rewarding.

Once you've gotten behind the enemy line, it's time to pick your targets. Communicate with your team and find out what's causing the most trouble. If it's a demoman blocking your team's progress, give him a good stabbing. Troublesome engy? Sap and stab. By default, high priority is given medics and heavies.

If they see you and begin firing, you have one of two options. If you're close to an exit, shoot what you can see and gtfo. If you're deep on the inside, just cause as much trouble as you can before you die. shoot, stab, sap, everything you can.

F10 is for ragequit.

try to keep a mental tally of what classes your enemies have. If you don't see or hear any pyros, you shouldn't disguise as one. The enemy will be able to spot you out like nothing.

For dealing with entrenched engies, it goes like this - sap the turret, stab the engy - if there's some distance between the engy and his turret - sap the turret, shoot if a few times, then deal with the engineer. The damage you incur will quicken the process of destroying the turret.

Above all: Stay cool. Spy takes concentration and patience. It's easy to read and remember, but in the heat of battle, it's just as easy to lose track. I do it all the time. Just practice until these concepts become habit.