I am currently 'brushing up' on Agile Data Warehousing approaches to match a need which has arisen in my work.
Being a Scott Ambler fan, I decided to start with Agile Best Practices for Data Warehousing (DW)/Business Intelligence (BI) Projects and also with the TDWI as I recalled that the 2010 conference in San Diego was about agile DW/BI approaches
From the Abler article, I found a link to AgileData methods and also to AgileModelling . One thought I really liked was the 'Let's keep the modeling baby but throw out the bureaucracy bathwater. ;-)' ... this I *really* like, to me, modelling (and the design aspects that go with it) are key. If you don't have a 'top down' view of the model and the key design points its very hard to be effective using Agile IMHO... Agile without modelling is a bit like Monty Python's 100 yard dash for people with no sense of direction ;)
I'd be happy to hear about anyone's experiences with Agile DW/ BI approaches. I will post more on this as I read more and formulate an overall approach for 'my project'