Plugin spy is included into Eclipse since 3.4. I wonder if there is somewhere separate plugin distribution, so it could be used to install into custom rcp application. In my case it is jubula if this information is necessary.
Using the Plug-in Registry view, you can see the spy is defined in org.eclipse.pde.runtime. Just include this in your application. The only mandatory dependencies are for org.eclipse.core.runtime, org.eclipse.ui, and org.eclipse.ui.forms - the rest are optional...