As I do for any themed weeks, I go through the kids' stuff and pull out anything that relates. You would be amazed at all the stuff I was able to find! The only thing I bought was the Spy Master Book. Everything else was sourced from toy boxes, office supplies I had, and the library. (I also ordered a copy of the movie Spy Kids, which we received at the end of the week.)
Tangoes, Hidden Pictures that I found online, Memory game (only a few cards to solve), message written in code from one of Tate's code books, fingerprinting, simple matching game with foam shapes. The kids loved it, though Tate just wanted the clues, and was willing to do the activity afterwards. At the end, I had his birthday presents hidden as the treasure.
(My parents did this for me once, and there was bubble gum ice cream at the end, hidden in the grill. I still remember it fondly!)