Everyone used to set them religiously until they got tired of failing. Now their resolution is simply to survive... come what may. There are a few things that I have come to understand about life (from my extensive 22 years of experience).
1. You won't always accomplish your goals...
Life is such an ever-evolving organism, swayed by this piece of legislation or that natural disaster. We're never quite sure what to expect. Even if the local world in which we operate on a daily basis doesn't change all that much, we do. We grow, we learn, we adapt. As we understand more about our world our priorities change which shape what we want in life.
2. but having them is better than not...
If you set out on a roadtrip to Colorado without a map, you may eventually get there but it will almost be by accident. If, however, you have a map and on the way to Colorado you drive near Tennessee and decide to go there instead, you can change direction with relative ease. Knowing where you're going is better than wondering aimlessly (most of the time).
3. because a journey is just as important as a destination.
Even if you never accomplish your goals, it doesn't mean you shouldn't set them. The process of prioritizing your life based on your values - even if your priorities or values change later on - helps provide you with a starting point, a destination and a route to follow.