Artifical goals only hold as much weight as you think they do. Sometimes I'll finish a set at the gym and find I still have energy to do more, so I keep going. Othertimes I don't reach my goal, but I always exhaust myself before admiting failure. My long term goal is to gain strength; this is importent enough to me that I've kept up a regular exercise routine for just over a year now. If the goal wasn't importent to me I'd quit, or never have started in the first place. No point in making an artifical goal you don't care about.
Swimming can be goal oriented.. Have any lakes nearby? I have a perfect lake with a few little islands on them, every summer I swim there a couple times. Five years ago it was a difficult swim for me and it was a good workout - you can't really stop in the middle of a lake. Of course, I do have more fun doing things I enjoy (mountain biking, windsurfing, etc), but these are things I do for fun, I don't think of them as goals except to do them beter then everyone else if possible.
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