First, make them realistic. Too often people set unrealistic goals and then can't figure out why they can't achieve them. Start small. It is much easier to set a small goal,then reach it and feel a sense of accomplishment. That gives you the encouragement to go forward again. Think of it in terms of baby steps.
Second, write them down. Writing them down lays it out clearly for you to see. Write down what you need to do to accomplish each goal. Mark it off as you do it so to give yourself a sense of achievement. We all love to mark something off a to-do list! Have a set of short term goals and long term goals. It helps to have both so you can feel that you are getting something done immediately, while also reaching for something long term.
Third, reevaluate often along the way. What started out as a good thing or a good way to accomplish something, may not be the best a short while later. Be flexible in your timetable as well.
Fourth, have concrete ways to meet your goals. Don't just say, I am going to save more money. Say, I am going to have $100 taken out of my paycheck and put into the company 401K. That way I won't even see it.
Hope some of that helps!