The first step in setting up a training regimen is to figure out what goals you wan to achieve. If it's to lose body fat and tone up your training regimen is going to be completely different from someone who wants to maximize strength and/or muscle mass.
As far as athletes, goals for competitive athletes will be different from goals from those who don't compete. Much of that is due to the peaking for competitions and thus fixed deadlines. Also competitive athletes are mostly more focused and goal orientated than non competitive and recreational athletes, and those simply looking to be fit and tone up their bodies.
However, anyone who trains has specific aspirations and expects certain results from that training. So everyone has goals, whether structured or unstructured, with the latter being less productive than the former.
Goals can be short and and/or long term. For example if you're goal is to lose weight and body fat you might set mini goals, allowing yourself to relax a bit before going for the next mini goal. This is one of the principles behind my Radical Diet, where several short term goals coalesce into the long term weight and fat loss goals. Or for a competitive track athlete, goals can be set for each competition of the season, resulting in the goal of achieving their best performance in the major one or two competitions of the competitive year.
My system of setting goals has only three components which are meant to figure out what you want to achieve, and then find the best way to achieve it.
First decide what it is you really want to achieve and more importantly make it realistic. For example if you're a 40 year old woman who weighs 200 lbs at a height of 5'4" and set your weight goal at 125 lbs because that's what you weighed when you were 15 years old, that's not realistic and most women won't make it. That leads to frustrations, yo-yo dieting, and failure in the long term. It would be better to set some mini goals, say hitting 175 lbs, then going for 160 lbs, then 150, then 140, etc. By doing it this way you can see just where it is you feel comfortable and at what weight you're able to reasonably maintain.
Next write it down. It's more real when it's on paper and you carry it with you. In fact using a journal is a great idea. In it you can write down your short, and long term goals, and keep track of how you do on a regular basis. Writing it down is also a real learning process as it lets you look back and see what worked and what didn't and as such let's you learn about your body and how it responds to various training regimens, diets, supplements, and even lifestyle changes. Write down as much detail as you can about as much as you can. While you think you can remember some things, chances are you won't but writing it down means you will. Tracking your progress is important whether it be your weight, body fat percentage, lean body mass, poundages lifted, performance times, body measurements, etc.
And finally re-evaluating your goals is the third and last component and will take you back to deciding what you want to achieve and making that decision realistic. This time around you've got information from your journal that will help, and which you can build on. Re-evaluating your goals is important even if you didn't even get near to achieving the goals you set the first (or second or third or fourth) time around. This is the time to refocus, regroup, and revive that spirit of self-improvement, regardless of what you've achieved so far.
There are several benefits of my three component apporoach to setting and achieving your goals. The first thing you'll find out is that you're not perfect and won't have reached your goal. That's the case for most of us. However, that's not a bad thing as long as you don't get discouraged. Remember most of us fall in this category so you're not alone. It's just human nature.
But you can start again, setting new goals, this time a little more realistic, and rededicating yourself to reach that new goal and deciding what you think it will take to get you there. The most important thing is that you understand that some changes need to be made, and that you can still be successful with a little more effort. You may need to train harder or smarter, eat better, improve your lifestyle (like getting more sleep, decreasing stress in your life, and cutting back on alcohol/recreational drugs).
I guarantee that if you keep at it and follow the three components, you can do better and achieve both your short and long term goals. Just remember, discouragement is not an option, and keep it real.