Spy cameras are just like regular cameras with the exception that size does matter. Obviously, a 'big' spy camera is unheard of, and smaller cameras are much more expensive and hard to find.
Modern spy cameras can wirelessly send data to the receiver. This wasn't the case just ten years ago, when most cameras (including spy cameras) had to have a cable incorporated. Due to this, and other advances, spy cameras are much more common.
Battery is the most troublesome problem when dealing with spy cameras. You probably do not want anyone to see when you are changing batteries, or are skeptical about the life of the battery. Though this hasn't been solved successfully, there are plans of making a spy camera capture energy from the sun to make the batteries last longer. Currently, this is not the case and a good spy camera will only last for a couple of days before being useless.
A major achievement for spy cameras was just a couple of years ago when sound was successfully incorporated and transmitted wirelessly.