Reed Gustow, the man that starts every morning with a little bit of peanut butter, has an excellent write up on how to set proper goals relating to your health.
There are so many money-quotes in this write up that I wish I could just quote the entire thing. Here are some of the extra-specially good bits.
"The point is: you need goals. You need to define a state you want to achieve. Otherwise you won’t know where you are and you will feel bad about it. Setting goals is therapeutic in itself – you aren’t taking on the whole universe anymore."
[…]
"Compare yourself to you, not to other people. There is always someone who can run faster, lose more weight, be more one with the all. Measure your progress against your own goals."
Seriously, if you are trying to lose weight, run a marathon, or just trying to improve your overall health, you need to read Mr. Gustow’s advice.
Source: Getting to happy.