I've really benefited from two processes to help me identify the priorities in my life and set goals around them -

One is the book Best Year Yet by Jenny Ditzler, the other is "the passion test" exercise where you list various areas of your life and then prioritize (it's easy and useful)

There is a quick summary approach here, although I also think there is a book about this (I've never read it, just this has been enough for me)

(sorry, I'm new to the site & it's not letting me post a link! Google for "oprah what's your passion exercise" and you should find it! and maybe link it for others?)