For me, behavior goals are the way to go. I can't control my weight directly, but I can absolutely control my behaviors. Currently, each month I am making a new behavior goal.
In March I made it my goal to start bike commuting to work. Done, and still doing.
In April I made it my goal to get up at 6 am every day (including weekends) to exercise. Done, and still doing.
In May I've made it my goal to read (a book, not the internets
) for 30 minutes every day at lunch. Working on it, doing well.
I also have an ongoing daily calorie deficit goal and some other stuff I do--like not eating sugar, which was my goal 2 years ago and I'm still going on.
Behavior goals will get you where you want to go.