Personally I view the retrospective as one of the most important parts of agile and one of the easiest first steps to implement. I find many of my peers agree with me. I've done personal retrospectives for self-improvement, and I've talked about retrospective accountability.
Peter Stevens wrote on the Agile Software Development blog about the challenge of working with a new team and introducing agile concepts. Knowing that "challenged" teams are so busy fighting fires that it's hard to interupt them even to make their sutuation better, Peter attempted to apply Ken Schwaber's idea of 5 minute retrospectives. Cue Bill Murray in "What about Bob" saying "baby steps" over and over again.
It's a good read and it furthers my belief that agile retrospectives are a agile practice gateway drug.