Agile practices improve time to market by getting started earlier. With Agile you want to plan enough to get started and avoid 'analysis paralysis'

I believe the most important practice is for everyone involved in the project to understand how Agile release planning works so proper expectations are set. Folks need to understand that time and cost are fixed (typically) so scope needs to be the variable.

Tactical practices like brainstorming sessions, iteration planning and other tools from various Agile methodologies are all important but it's most important that people understand the Agile values and principles so they will know what to expect.