Engineer Tip: If a Spy saps your Sentry, shoot the Spy, then unsap; killing the Spy is quicker than unsapping.
Better Engineer Tip: If a Spy saps your Sentry, hit the sapper once, shoot the spy, then hit the sapper again; killing the Spy is quicker than unsapping. In addition, Spies can't repair their sappers, nor put a new one on, so hitting a sapper once after killing the Spy is faster than hitting it twice.