Do we have spies? I see some mods have spies, but is that in the regular game?
Closest thing to spies is if you play as the Advent, you can research the ability for your culture to reveal enemy planets. Technically the TEC have probe droids that can be deployed from their scouts to do a similar task.
Do we just research better guns, engines armour, or can we research other things like better research labs, markets, buildings (if we have them.)
There's non-military research. You can make your trade routes more profitable, make your civilian structures be able to phase out to protect themselves, and even research pacts that let your share technology with your allies to give both of you a boost to certain things.
This game is a daunting for me. Trying the tutorials and just want to make sure what I am getting into and not to be disappointed if there is no game play for planetary building or empire building. Just want to make sure what I am getting into to.
There are no specific buildings on planets, in Sins space is really the only thing that matters. Your planets are just a source of taxes and anchors for your orbital structures.
I don't know exactly how you define Empire building but for an RTS in my opinion Sins is the best game for it. Its just since it is real time putting some of the things that are in turn based games would be overwhelming.