Agile Programming (AP) turns the traditional way of software development upside-down and makes it more fun, more efficient and produces much better code.
In traditional software projects, the design is usually laid out before development even starts, at a time when the developers couldn't even experience the intricacies of a project first-hand. Code is tested mostly by the developer and on a higher level by quality assurance personnel, both manually. Code that is working fine is seldomly touched so as to not introduce new bugs. Resulting products are often bug riddled until they slowly mature.
Agile Programming works differently. The design of a project is something that is perpetually improved upon. There is no upfront design phase, but a steady improvement of code, algorithms and architecture. Commonly, unit testing is used to ensure code is perfectly working, so nobody is afraid of changing running code when a better method to achieve something is found. Code developed in AP environments tends to be cleaner, better reusable and programmers tend to be happier (a lot!).
I'm working on an entire section of this site to show you how to use Agile Programming in game development. Please be patient :)
You can still research about Agile Programming on google, AP is a widely known topic!