Studies have shown that writing down goals and making a plan to reach them helps keep you motivated and makes you more likely to succeed.
It's important to have both short-term and long-term goals. If your fitness goal is to run a marathon next year, that's a long time to wait. For example, a short-term goal is to get in that long run of 15 miles this weekend, or to lift weights twice this week. A long-term goal is to run a half-marathon 2 months from now and a marathon 6 months from now.
When you're setting goals, write them on a piece of paper or card that you keep at your desk or near the refrigerator or anyplace that you will see often. Write a reward next to each goal--a trip to a spa, a new workout item, an evening out, a massage--whatever you think is a special treat. World-class athletes use this strategy, not just amateurs, so give it a try and see how it boosts your motivation.
For day-to-day motivation, use a daily fitness log. You can buy specific workout logs for specific activities, or just get a basic notebook and write down what you did each day ("ran 5 miles in a.m., went to gym in p.m. for 30 min. strength training"), and a few notes about how you felt and any sore spots ("tight hamstrings") or successes ("did a headstand in yoga class"). These notes can also be a helpful resource if you get injured--you may be able to pin the source of the injury on a particular workout.