I think that while your method of accomplishing things (e.g. goals) may work for you and a select few other people, I think setting goals helps out tremendously with the majority of people.
I can only speak for myself, but goal setting gives me direction. Without having long-term goals, and then breaking them down into smaller more attainable goals, I would be forever bouncing around ideas or going for things and changing my mind without knowing it. After 10 years I would have no way to see if I have progressed, and I wouldn't really know what I wanted to begin with.
Goal setting gives me something to work towards, allows me to check the progress of where I'm at with the things I want to accomplish in life, and once again, gives me direction and keeps me on a steady path.
Like I said, goal setting may not be for everyone, as in your case. But I think it is a vital tool for many people, including myself.
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