One of my favorite soundbites is: if it hurts, do it more often. It has the happy property of seeming nonsensical on the surface, but yielding some valuable meaning when you dig deeper
An example context for this is integration. Most programmers learn early on that integrating their work with others is a frustrating and painful experience. The natural human response, therefore, is to put off doing it for as long as possible.
The rub, however, is that if we were able to plot pain versus time between integrations, we'd see a graph like this
If you have this kind of exponential relationship, then if you do it more frequently, you can drastically reduce the pain. And this is what happens with Continuous Integration - by integrating every day, the pain of integration almost vanishes. It did hurt, so you did it more often, and now it no longer hurts.
This idea of doing painful things more frequently crops up a lot in agile thinking. Testing, refactoring, database migration, conversations with customers, planning, releasing - all sorts of activities are done more frequently.
What is it that causes this effect? I think there are three broad reasons. Firstly most of these tasks become much more difficult as the amount to do increases, but when broken up into smaller chunks they compose easily. Database migrations are a great example of this. Specifying a large database migration involving multiple tables is hard and error prone. But if you take it one small change at a time it's much easier to get each one correct. Furthermore you can string small migrations together easily into a sequence. Thus when you decompose a large migration into a sequence of little ones, it all becomes much easier to handle. This is the essence of database refactoring.
Feedback is a second reason. Much of agile thinking is about setting up feedback loops so that we can learn more quickly. Feedback was an explicit value of Extreme Programming, and at the heart of Ken Schwaber's discussion of the difference between defined and empirical process control. In a complex process, like software development, you have to frequently check where you are and make course corrections. To do this you must look for every opportunity to add feedback loops and increase the frequency with which you get feedback so you can adjust more quickly.
A third reason is practice. With any activity, we improve as we do it more often. It's often said that they key to getting good surgery is to find a surgeon who does the procedure frequently. Practice helps you iron out the kinks in your process, and makes you more familiar with signs of something going awry. If you reflect on what you are doing, you also come up with ways to improve your practice. With software there's also the potential for automation. Once you've done something a few times, it's both easier to see how to automate it, and you are more motivated to automated it. Automation is especially helpful because it can increase speed and reduce the chance for error.
So whenever you're faced with a painful activity, ask yourself if these forces apply. If so increasing the frequency can make you more effective and remove a source of stress.