We have been trying to run out BI team in a more agile fashion over the last year with limited success. There are a few main areas we have hit problems in:
Source System knowledge: Due to the fact that we use big ERP/SAAS solutions like SAP and SFDC, out business don't have the technical knowledge of where their data comes from in the underlying systems. This means we have needed to build this knowledge up in our team, which takes a lot of time (We don't have the budget to bring in experts).
Getting to the data - 2 main areas this hits us - Cloud solutions that don't provide adequate interfaces for getting to their data for BI & SAP ERP, which prohibits getting data more than once a day for some key areas (unless you buy Hana for $$$$). Its almost as if these vendors want you to be locked-in to their solution !
Bad data - a classic, but still an issue.
Design - I'm starting to think Star schema's and particularly slowly changing dimensions are agile handbrakes.. The amount of work that goes into adding fields to SCD2 tables and not having it generate a new generation requires a lot of extra coding.
These are only a few, but hopefully someone has a solution - and I don't mean a new tool - I am really trying to find a better process, if there is one !
Look forward to hearing your thoughts