Making Goals

Know your goal and keep it in mind at all times!  If you don't know where you're going then you'll never get there.   Are you training to help you with a specific sport?  Do you just want to get lean?   Do you want to add muscle mass?   Write down your goal and be specific but reasonable,   here are some examples of the specific types of goals you should be making to be successful in fitness:

Characteristic	Sport:	Example Goal:
strength	power-lifting	Increase bench press 1 rep max to 315lbs by September
muscle mass	bodybuilding	Increase chest measurement to 55" by 2008
endurance	marathon	Be able to run marathon without stopping by 2012
speed	swimming	Shave 5s off my time for 400M freestyle time by July 4th
flexibility	yoga	Increase hamstring flexibility by 10 degrees in the next year
body-fat	aerobic exercise	Reduce skin-fold measurement by 3mm in next 6 months
coordination	gymnastics	land double half-twist flawlessly 10x in a row
explosive strength	basketball	increase vertical jump by 4" in the next year

Plan

Now that you know what you are trying to achieve, its time to plan how your are going to achieve your goal. Do lots of research and keep an open mind, don't assume you know everything already! Its very backwards but most people think nothing of going to the gym day after day, year after year, in the quest for strength/mass but they never make time to do even a few minutes research which could drastically improve their results.
Make a specific plan as to how you will achieve your goal. How many days a week are you going to work out and for how long?  What body parts are you doing on each day and what exercises?  What days are you doing cardio?   Know what you are doing, don't just show up at the gym and decide.  Sit down once a week for about half an hour and come up with a workout plan for that week.  If you have made good gains in reps or weight that week, perhaps you will keep it the same.  If you have plateaued, its time to do some new exercises or change your method, for example, if you have been lifting really heavy without results, then switch to high-rep.