Follow principles #1 and #3 from the agile manifesto!
"Our highest priority is to satisfy the customer
through early and continuous delivery
of valuable software. "
"Deliver working software frequently, from a
couple of weeks to a couple of months, with a
preference to the shorter timescale."
Or in my own words:
In each iteration ask yourself: While working towards a big vision can we solve at least one real problem by the end of this iteration?