Goal setting plays a huge role in helping you stick with exercise. The best way to go about it is to choose an attainable goal. You may want to choose one of these four goals to work toward: losing fat, gaining muscle, sports conditioning or health. Losing fat is one of the most common goals to achieve, by burning more calories than you take in. {relatedarticles}Burning an extra 500 calories per week can lead to one pound of weight loss. If you work out four days a week for 30 minutes, then adding just 10 minutes to each workout can achieve this goal. Building muscle is what bodybuilders do - taking in more calories and lifting weights to add bulk. When training for a sporting event such as a marathon or triathlon, you may set sports conditioning goals.