There is no faster way to a better life - whatever that may be for each of us, than to formally review where we are at and look for areas we can improve. A formal process of setting goals can help, but before that there is other stuff to know - like beliefs, how to set goals you can achieve, all of that stuff.
Here are some articles on some of these goals topics.
Goal Checker - Make The Right Goals
Goals Setting - Cheat Sheet
