1. Plan ahead. When you have already anticipated obstacles or problems that will come with goal setting you have a better chance of sticking to your original goal(s). Plan your goals with the idea that things will come up and they will have to be altered somewhat. What problems have come up in the past? What might change your daily routine? What about holidays, or other events that are going on? These are the types of things you can plan ahead for. If you plan ahead and know that it might throw you off your game a little, then plan for it and make your life work with it.
2. Make your goal a habit. There is a big difference between a goal written on paper, and one that you have physically made into a habit. They say that it takes 30 days or more for a habit to be instilled within a person; good or bad. So in order to stick to your goal you must make it a habit. If it's exercise you're trying to do then set a time and a place to exercise every day for 30 days consistently. If it's not eating ice cream, then do the same.
3. Keep track of your success. Most people need to see their success on paper or somewhere in the house in order to keep up with it. There are several different ways to keep track of your successes. Some people join online groups that are shooting for the same goals. Others find groups they can meet with every week or month that are working towards the same thing. Some people need to keep a "goal setting success" journal so they can see the results each day. Whatever turns your crank is what will work for you. If you need to answer to others, then think about finding a group that you can be responsible to. If you just need to write something down then keep a journal.
4. Be inspired. Inspiration can come from several different places; family, friends, neighbors, or co-workers. Find someone that has the same goals as you and work together to make them a success. If you want to lose weight then get your family to help you do it by changing the dinner menu. If you want to be more outgoing and make some new friends then hang around out going people. When you feel like throwing everything out the window and lose sight of your goals, call whoever it is that inspires you to be better.
5. Keep trying. There's a saying that goes something like, "if at first you don't succeed, try, try, again." This holds true for just about any goal you set for yourself. Just because it doesn't work the first time, doesn't mean you can't try it again. Failure is just a lesson to be learned. Maybe you need to look at it from a different angle or perspective. There are lessons to be learned from any goal you fall short of. So don't every give up on your goals no matter how hard things get.

Setting and sticking to goals can be hard, but most things that are worth anything in life are hard too. Hopefully these tips for sticking to goals will give you the courage and determination to do what you've always wanted.