The problem with customer intelligence is that while everyone wants more of it — and better versions of it — there are many different avenues to take in pursuing it. No organization can pursue all of them at once ... so the challenge is to narrow down the options fast. You need to reflect on your business situation and goals and consider only the initiatives that will offer the highest impact.
The common mistake of customer intelligence is companies want to do everything all at once. Rarely is there enough resources or technology to make this strategy a reality. Start from the basics, which I believe is the data warehouse, and then attack the items which will provide the highest return on the time and investment. Focus on becoming great in each area before attacking the next.