One can certainly do a bit better than Thomas's initial suggestion; there are a number of so-called sequence transformations that are used for estimating the limits of discrete sequences. (For continuous limits, one will of course have to discretize; e.g. for something like $\lim\limits_{h\to 0}f(h)$, one might work with the discrete sequences $f(1/k)$ or $f(2^{-k})$ for integer $k$.) Two of the more common methods are Richardson extrapolation, which is based on constructing an interpolating polynomial from the members of your sequence, and the Shanks transformation, which is essentially a transformation of a power series into an approximating rational function. I had already discussed these here and here, and used these methods in this example, so I won't be repeating myself. See those answers for references to books and other literature.
Here's a quick demonstration of Richardson extrapolation, using the example $\lim\limits_{x\to 0}\dfrac{\sin\,x}{x}$. Using the discretization $x=2^{-k}$, $k$ a positive integer, (the trick is to pick a discrete sequence that approaches the limiting value, in this case $0$, at an "appropriate" rate) we have the short table
$$\begin{array}{ccc}k&2^{-k}&2^k \sin\frac1{2^k}\\2&0.25&0.989615837018\\3&0.125&0.997397867082\\4&0.0625&0.999349085478\\5&0.03125&0.999837247530\\6&0.015625&0.999959310393\\7&0.0078125&0.999989827505\end{array}$$
Note that the last approximation is only good to four or so digits.
To do Richardson extrapolation here, we take these six points and form the fifth-degree (why?) interpolating polynomial passing through these points through the usual methods (Lagrange, Newton). Having done so, we evaluate the interpolating polynomial thus constructed at $0$ (which is in fact the value that the sequence $2^{-k}$ approaches). The result of this extrapolation (since $0$ is not within the range of the points we are interpolating) gives a result good to eleven digits (error $1.5\times10^{-12}$), quite a bit more than the estimates we started from.
Comparable results are obtained if we use the discretization $x=k^{-2}$ instead (error $7.8\times10^{-12}$). In general, however, one will have to experiment with various "auxiliary sequences", since not all sequences can always give results as good as in the example above.
Here's a Mathematica one-liner using Richardson extrapolation for the limit considered above:
InterpolatingPolynomial[Table[N[{2^-k, Sinc[2^-k]}, 20], {k, 2, 7}], 0]