There are a couple books (I don't have the titles handy) by people who went through the spy training, and they describe what it was like. The part I remember was the "graduation exercise" where you were given a 30-page summary of a fictional country, and your task was to meet someone (a CIA actor) from this fictional country, and try to "turn" him.

Part of this exercise was detecting and avoiding surveillance of YOU. They had CIA people trying to follow you, and if you didn't detect and avoid them, you failed.