Nothing compares to getting into the flow when you're playing Spy, I love some psychological warfare. Stringing together long sequences of backstabs and hide-and-seeks with the enemy team is so much fun.
The knife that hides backstabbed corpses and instantly disguises you as them is also super fun to use.
I can't help but respect spy mains because they play by far the weakest merc in the game. If your team has a somewhat competent pyro on spy duty they don't get to do anything.