Well, actually the coolest James Bond gadgets were weapons, but there must have been some spy tools in his Aston Martin's bonnet.
Anyway, NSA has a fine line of kits for the serious spy. Spiegel has the ANT (Advanced Network Technology) catalog -- see NSA's Secret Toolbox: Unit Offers Spy Gadgets for Every Need. A few samples:
Rigged monitor cable - A cable that allows the spy to see what's on the subject's monitor.
Active GSM base station -- Allows the user to mimic a cell phone tower to capture calls.
USB plugs -- Devices that look like thumb drives but capable of sending and receiving data undetected via radio link.
Dropmire -- A bug meant to be placed in an encrypted fax machine.
BIOS in the motherboard -- ANT malware in the BIOS which would survive a hard drive wipe or operating system replacement.
For pricing see Spiegel.