[Ilya]

Xin,
your first post is fresh ant thought provoking.
As I stated many times on this forum, I believe that all that we do consists of skills that can be consciously improved.
And goal-setting is one such skill. Now, as with other skills (PUA example is very good) there are naturals and there are learners.
Naturals were born or brought up with the good enough level of skill. Some guys are good with women. They were socially active, played sports, had a lot of experience communicating with girls during childhood and reached high-school with good enough skills to get attention from females. If you ask them how they do it, they would produce the huge pile of BS. Because they have no idea. They are not conscious about it.

Now, during my childhood I was laying on a couch and reading books. Lot's of books. By the time I reached high-school, I was hopeless with women. I didn't damage my eyesight, otherwise I would be a classic case of spectacle-wearing nerd hugging a book instead of a girlfriend. And I had to learn from PUAs, go to seminars to improve my skills. I am a learner.

Now as any learner I had to be very conscious of the process while I practiced. It was awkward to me, and it was awkward for early victims of my unskilled advances. Time went on and by the time I've met my future wife I had enough skill to outplay any competition. And you know what, I did it my own way, without using any techniques. I was improvising But, as I was conscious while learning, I can tell what exactly I was doing. And it would be useful for other people.

The same is with goal setting. Most successful people are naturals in goal-setting. But it is very hard to learn from them. A person with good modeling skills can figure out what's going on after talking to many naturals.
This is how SMART and other goal-setting models were created.

Using them "as is" might not be very effective, but will lead to skill development. And after some time one can discover that he does his own version of goal-setting very naturally and effectively.

In this sense, goal-setting as a collection of techniques does not work as intended.

Also, there is a myth that goal-setting is equal to planning. It does not work like this. For large enough goals, you are setting a direction without knowing how to get there. So you are not laying the route, but setting up a target to steer to eventually.
I'm sure that neither Bill Gates, nor Steve Jobs, nor Google founders set the SMART goals to get to the point where they are now. At most they set the general direction to what they want to do.