Often we fall by the wayside when pursuing these types of goals when the effort of pursuing the goal becomes clear and the perceived reward of achieving the goal diminishes in the far distance. One thing I like to do to remind myself of the effectiveness of setting goals, is to look at a couple of things that I really don't want to do but should; things that are quick and easy like a phone-call to HMRC or a utilities company; and set a goal to do it on the same day. Then during the day, just do it. It's a nice easy way of flexing my goal-setting muscles and getting a quick win. A reminder that I can achieve things easily.
Some goals take a long time to achieve, like learning to play a new instrument. I find it is far more effective to look at these long term goals and break them down into sub-goals. Achieving sub-goals should be rewarded: we should celebrate out achievements to remind ourselves that we are on the right path and will, in time, achieve our main goal.
When you first start learning something new, you often don't know what you don't know, so setting sub-goals may be difficult when you set out to achieve something new. This should not be a deterrent: rather once you know more about the subject, you are better positioned to break down the main goal into smaller goals that you can achieve on a daily or weekly basis (depending on how often you need to celebrate :) )then go for those sub goals.
Be flexible: I have found that setting goals like "spend 2 hours learning to program the android, 2 hours playing my bass, 2 hours studying core java, 2 hours at gym and 2 hours learning WPF" leaves no time in my day for social life, emergencies, contingencies or children. Sometimes I need to make choices about which goals are more important (though this can change with time and circumstance) and focus on them. Learning to program the android is not a life-long endeavour and can be set as a goal, worked on and completed. During this time I'm spending less time playing my bass. Being an uber-bassist is a life-time goal so I can do less every day as long as I do some every day, and all is good.
When I've set goals that are demanding in time and require most of my day to be spent on doing something, I've failed miserably. Life just gets in the way. Try to avoid scheduling too much time in your week to a set of activities and be flexible in when you spend time doing things and what your goals are: i.e. Learn to play the bass part to Enter sandman rather than spend two hours practising every day. One of the major drawbacks to "spend this much time a day on something" type goals is that you never really celebrate them as they often do not engender a sense of achievement. While "learn to do this" or "finish that" type of goals can be celebrated as they come along with something having being done.
I guess the bottom-line of this post is: "Don't mistake time-management for goal setting." So get out there and set some achievement-style goals.