I don't know what price I'd name, but I'd want espionage agents to be expensive if they could be purchased. Good espionage agents who can reliably steal maps (particularly operations maps), stay in deep cover inside another empire, or acquire research information are in my opinion by far the most valuable agents in the game, and while I don't know that I'd quite be willing to pay millions for them, I might come close.
I wouldn't want assassins, saboteurs, or other offensive agent types to be much, if any cheaper, but not because I value them. There's rarely just one or two key targets that you can blow up with a saboteur or kill with an assassin to cripple an opponent in Distant Worlds (especially with assassins, where the only thing you really know about a target is likely the character type), most colonies are not so valuable that it matters all that much when one rebels (and a rebellious colony usually goes independent, which means it's relatively easy to take it back over), and with neither any guarantee of empires fragmenting due to nor any way to influence what government type results from a successful Incite Revolution mission I don't see them as being either all that appealing to launch or anything more than a nuisance to receive. Nuisance-level activity is not worth engaging in against a computer opponent, and I find it irritating when a computer or a human opponent engages in such against me, especially when it does so in a spammy fashion as can happen with e.g. GalCivII's agents or some of the Total War games' saboteur/assassin agents. Worse, though, is that offensive black ops as implemented in video games are something which the player on the receiving end - human or computer - cannot do anything about other than throw virtual money at a hidden RNG. Video strategy game active offensive black ops systems are typically neither very effective nor at all enjoyable, so I'd rather they not be present, or if they are present then priced such that offensive black ops at least won't be a continual background nuisance (effective and meaningful when successful but rare because they're difficult to pull off, as with e.g. Dominions 4 assassinations, can be acceptable, but it's still a kind of system which at least to me is mostly just irritating).