I set goals and also use GTD. I have a constant struggle between setting lots of goals, spreading myself too thin, and then coming back to a small set of most criticals goals. Then, the cycle continues - I feel like I am not accomplishing enough, widen my scope, set lots of goals and spread myself thin again.

Over time I accomplish just about everything I set out to do, it would be nice to know exactly where my limits are. I've been getting better, but it is is still imprecise.