Since I was a kid I have been thinking of what is my mission here on Earth. Today I got a pretty good idea of what I want to do in this world, so after I've decided that, I have now been struggling to set goals in the short/mid/long term till I reach that ultimate goal.
One might say plans are useless, but that isn't true. I find myself changing them from time to time, but they are the best tool I have to manage my time and life and check on my progress to reach the dream I have.
All I do is keep checking on them and constantly thinking if they need change or what progress I am having. Everyday I spend at least a few minutes reflecting on them.
This is a good example of goals: http://www.sebastianmarshall.com/?p=84