More important than estimating is knowing how to sequence the work. I often see teams try to build the entire DB schema first, or built the interface out one wire at a time. The agile approach of building small, vertical parts of each feature tends to work much better in my experience.

For example say you have a CRUD application with a page for editing and searching complex objects. Rather than building the entire search page with all of its filters, and then building the edit page with all of its fields, you build a simplified version of the search page with only a few filters and a simplified version of the edit page with fields that correspond to those filters. You also make sure the functionality integrates with the backend to form a cohesive, vertical feature that can go through QA, and possibly the client. Once that is working you expand the list of fields and filters.

This approach tends to surface design issues much faster, and is more adaptable to change requests from the client.