I set myself loads of small targets - I celebrate every half stone (7lbs) and then the significant changes in Body Mass Index, I also celebrated when I got in to a pair of 22 jeans, then a size 20, then a size 18 - we recently celebrated my first pair of size 16 jeans - all kinds of goals - not all are weight related, some are exercise or fitness related - like the first time I managed to walk 5 miles, then 10 miles, etc. I made a HUGE list of all the goals I could possibly think of and its stuck on the wall just above my computer monitor so I can't miss it and each goal I reach I cross through it in red and put the date achieved beside it - it gives me a big sense of achievement every time I look at it and can see how far I've come, even on the weeks when I don't actually lose weight.
The other thing I do is put a fiver in a pot each time I lose a pound and then when I reach my next target I go out and buy myself a CD or perfume or something. I had to put a lot of money away in the early weeks

but its slowed down now

, much to my husband's relief!