I stopped setting them, realised life is too unpredictable and has a tendency to switch the goalposts on you, better to go with the flow until I drown.
When I did have them, like gaining a degree, I found the pay off wasn't anywhere as satisfying as I expected. In fact I'd be a bit depressed for a while, thinking so what the fuck do I now? I think Tyson Fury discusses this phenomena when he talks about his depression. You strive so hard to do something, you're kind of lost once you've achieved it.