If the application needs to include a lot of information, then make sure the user can save at any point, and log off, and log in later to complete the form. This would make more sense if some of the information is not necessarily easily available. Tax returns are an obvious example, where some of the data may need to be calculated, or the user must find the relevant documentation.
In some cases the user might use the same information in multiple applications. In that case it might make sense for the user to register their details (Name, Address, Telephone numbers, etc), which are automatically filled in on each application. For example, if you had a website for a recruitment agency, they may allow users to register their details, and then to apply for a particular job, they can just include a personal statement that applies to that job in particular.
As another consideration, if some information may be incorrect (particular if this is not always clear, such as a CAPTCHA, or a user name that must be unique), either separate it from the rest of the data, or otherwise make it so a mistake doesn't mean the rest of the information must be reentered.
These are basically ways of avoiding the user having to enter the same information twice.