I do goal setting a little more loosely, I guess. I have a running list of things I want to do, to accomplish, places to visit, bands to see, etc.
The running list was a concept introduced by a speaker at a conference I once attended (long story).
I didn't understand the value until I bought tickets by myself to see the Beastie Boys on my birthday. I even dragged along an ex-bf to the concert. If I hadn't done that, I would have never seen them since it was their last tour.