Spy

The spy is the only piece in Stratego that can beat the marshal, besides for a bomb or another marshal, but it can be defeated by any other piece with the exception of the flag. This makes it very important to protect your spy with other high-ranking pieces such as the general, so that if they are defeated by your opponent's marshal, their marshal can then be defeated.

Strategies
Many people place their spy behind their general, but sometimes a colonel can work too. Using a colonel to defend your spy is more risky, but also more rewarding, as your opponent may send their general to defeat it, but if they do send their marshal, you will still have your general to spare. You can also use multiple high ranking pieces to defend your spy. This tactic works well at least until you need the high ranking pieces elsewhere.

Alternatively, you can place a medium to high-ranking piece somewhere near the front, and place both your marshal and your spy adjacent to it, as to guarantee being able to defeat any piece that attacks it.