When playing Sigma Theory which agents are your preferred agents of choice and why?

one agent with hacker perk is useful; not mandatory but highly useful

try also to seek out for martial agent and/or melee weapon expert perks; it allows you to hve quicker travels for your agents as they can operate at max efficiency without seeking a weapon on site, or without using infiltration travel method...
travelling light and weaponless makes travels quicker

always try to have at least one very strong "physical attribute" agent, and one high "mental attribute" one... they will both be useful for counter-espionnage when your own country will become "targeted" by ennemy nations (it will happen after some point, by waves)

after that, favorize balanced ones with 6/6 or greater, like .88888888 or .fortune for non elite, and .redsword or some others for elite one, though you can really like a second "high mental" agent as well...

Seducing perk may not be that useful, as seducing scientists have a rather severe drawbak... Same for perk that facilitate corruption by money... However, try to seek out perk that favorize convincing scientists (and try to avoid the opposite trait, that makes it harder to influence/convert scientists)

If you decide to play ruthlessly and/or by cooperating with various lobbyists, try to avoide "boyscout" minded agents that can be frustrated or angry when you do that. there is no obvious indicator for that (exctept if you already played with them and suffered from their "morality). On the other hand, seek out for "Loyal" perks...

Regarding Germany and Russia

If you didnt choose to start with either of those nations, you may like some above average up to high "mental atrribute" agent with prior knowledge/intel about either of those countries in their profile...

It would give you small extra time edge for stealing their "nation bonus" special scientist early in game (and enjoy their national bonus in addition to your own one)

But that is in case you want to play extremely aggressive