Refactoring With Relational Databases [1] and Refactoring Challenge Thirteen [2] and Refactoring SQL [3] provide some great entrypoints
for getting into the question that a lot of XP-freaks could not answer to my satisfaction so far... Refactoring for database-bound systems (including a continous change of the ER-model, test-data, archiving/versioning of the DB,etc...).

One must admit that thinking of changing some simple text-files (Java-source or whatever) is a hell lot easier from the technical viewpoint than changing databases, according configuration data, etc... isn't it? I guess this is one of the real challenges in a real project...