The following iterative development diagram provides a nice overview of the agile process:

- Define Requirements
- Story Finding / Initial Estimation
- High-Level Planning
- Begin Iteration N
- Write User Stories and Scenarios
- Implement Functionality and Acceptance Tests
- Deploy
- Quality Assurance
- Stories Left to Play?
- System Testing
- Release
For #6: Implement Functionality and Acceptance Test, I highly recommend Test-Driven Development.
For a fantastic introduction to agile and iterative development, read Applying UML and Patterns - An Introduction to Object-Oriented Design and Iterative Development by Craig Larman.