I front load the high risk parts. Meaning we work to explore those parts early in the project. The sooner we gain clarity, the sooner we can refine the estimates. You can also do short proof of concept sprints to achieve this goal.
For anything longer than a few weeks, I create documents to outline the important decisions and assumptions I'm making. I loosely refer to these as Project Documents. And in my opinion we don't do enough to teach people how to create these.
alanz