I'm not very good at really long term goals but I think that's because life can be unpredictable and I know my goals now will probably not be the same as my aspirations in 10 or 20 years time. Everyday and monthly goals though are a must to keep me on track for my year to year goals.
I have a list of goals for each month which I review every morning and cross off as I achieve them, and to break this into more manageable pieces I have daily goals which I write up week by week. This means I can refer back to my monthly goals and set time to achieve them across the month. It's always worked well and definately means I get a lot more done than if I don't have any goals, I've found it's too easy to get caught up in non-essential things if I don't have a daily checklist.