All I can say is...Wow.
This Expansion rocks. The addition of Espionage and Random Events makes this game completely different each time.
Espionage is there to slow down tech progress, as one of the main problems with Civ IV was people were getting through the tech tree far too fast. If you went with an early war, you used to be building swordsmen, axemen, and archers, only that when you had enough to win, the enemy had progressed to longbowmen and macemen. Now with Espionage taking up a portion of your commerce, Tech progresses a bit slower, making it possible to have a large early war. Spies are unlimited, finally, but they cost upkeep like a unit does and can't protect you against a military. Spies have been greatly expanded allowing you to not only destroy infrastructure and production, but also to steal gold, technology, destroy existing buildings, poison water supplies, or ferment rebellions. Looking at a hard battle against a Castle and don't have enough siege? Consider sending in a spy to destroy the Castle first.
Random Events are there to not only throw the proverbial monkey wrench into your plans, like a tornado destroying infrastructure, floods washing out roads, mining accidents, botched marriages, etc. It is also there to provide help, if you have the money. Wealthy people die and leave their money to the state, or their valuable writings which can give you either an instant boost in research, or if you have the money, you can expand the library to give you a long term boost in research. The long term boost is always better. Sporting events like the 'Running of the Bulls' can give happiness boosts, or even improve your relationship with neighboring Civs if you have the money to offer them a spot in the games.
Other interesting changes: Forts, they are now useful. There is a stacking limit for Aircraft. 4 per city, 8 if you have an airport. Use Forts to base aircraft out of. Forts can also be used as Ports for ships. Build two right next to each other, and you have a Canal. If you don't need the production bonus of putting a mine on a resource, Forts can be used to harvest the resource. Forts can be built in your, friendly or Nuetral Territory, and you get the defense bonus in either. But if it becomes enemy territory, you lose the defense bonus.
Down side: They didn't want to pay Leonard to do voice overs for the new technologies added, so Sid did it instead, and Sid just doesn't sound right when compared to Leonard.