I usually pick one goal at a time, and then reach them one by one. Choosing which goal to reach for is worse, though... I usually go for the one that appeals most to me in the moment, if I think I'll actually stick with it.
Right now my most important goal is to prepare for going raw right from the first of the first '09. I suppose this will help in several areas of my life, which is one of the reasons it's so important to me - so maybe you should prioritize your goals, as Hanselich suggests.
I just thought of something: if there are some goals you could achieve relatively fast, you could save them for later, should you need motivation. You could also break your goals up in portions, if possible, as I do with all the languages I'm learning. I have Spanish classes twice a week, and study the others when I feel like it, which is quite often (although I better study German a little more for a few months, as I have an exam before summer).
As well, if you have a goal that's going to be nothing but fun to reach, you could save if, and take on a more challenging "willpower goal" first.
You'll see what works for you.