I've blogged in the past about my use of Brian Tracy's Goals book:
At the end of each chapter are a series of questions that lead you through the process of setting goals, from general and vague directions for your life in the first chapters to concrete steps by the end. I've been using it for about a year and a half and have reviewed my goals by going through the process four or five times.
In my most recent pass through the process, I deleted a lot of the goals I had originally written, not because I was no longer interested in them, but because I had achieved them. These weren't minor things, but major, life-changing goals I had wrestled with for over a decade.
I highly recommend this book.