One of my most important goals is to be happy; a friend told me recently that I work very hard at it, and I often succeed. It's not my only goal, and so it's not the only measure I use to evaluate my choices, but it's heavily weighted in my analyses.
Making your goals explicit at the minimum to yourself, if not to others, is important, because if you don't know exactly what your goal is, you don't have a hope of evaluating your decision points so you move toward that goal. In Meditations on Violence Rory Miller writes about a hard-to-define goal some martial artists have, and analyzes how well martial arts works to achieve various definitions of spiritual growth:
If it is a depth of understanding of the human condition, you will grow more by living and serving and talking to people than you will ever learn in a class of any kind. If it is understanding of yourself, you will learn the most by challenging your fears and dislikes, and few people stick with a class that they fear and dislike. If it is a happy feeling that all is right with the world and there is a plan and everything is wonderful and good...you can get it from heroin cheaper and faster. If it is something great and magical that will open up your psychic powers, keep playing video games.
It's easy to rationalize our reasons for something we want to do; human beings are pretty good at coming up with believable, admirable justifications to explain doing something when the real reason doesn't accord with their public persona. Maybe you want to beat people up and a martial arts class lets you do that twice a week; maybe you want to imagine yourself as popularly desired and a dance class lets you fantasize that you are. But you can easily choose the wrong method/venue/approach if you are being dishonest with yourself about your goal: having a baby won't make you feel loved, having an affair won't make your spouse desire you again, and changing your hairstyle and makeup won't make you happy if you just lost your job.
Know your goal and match your pursuit of it to achieving it.