Julian Gold published a great article "Object-Oriented Game Development: Iterative Development Techniques" on Gamasutra.com. Most Agile developers will recognize the basic iterative development techniques. Julian adds the concept of defining features into three catagories: Core, Required, and Desired. (Most projects I've worked we just identified features as either Required or Desired.) You will have to read the article to understand the difference between Core and Required.
Julian also divides up the object development into well defined levels of quality: null, base, nominal and optimal. I really like the idea of defining the quality of object develop along a well defined scale. This quailty scale is then used to divide up the development into prioritized iterations and evolve the objects through the project's life.