I work similarly to Steve, but I don't really think in terms of goals, but rather, borrowing from Covey, roles. It works for me.
Technically, I use ShadowPlan on my Palm to accomplish it. It starts with a top-level list of roles: Husband, Manager, Teacher, etc. I use Personal in place of a Covey "Sharpen the Saw". (fyi, @Agendas and Someday/Maybe are not currently linked to any roles, but that's more mechanics than intention.)
Under each role I have a list of outcomes or goals that relate to each. "Spend time with kids individually" is an outcome under "Father". Each of these goals or outcomes is a Project (in GTD terms) and is linked to the "Projects" list in my Palm ToDo app.
Under each project/goal/outcome I have the tasks associated with it. These are associated with the appropriate contextual list also on the Palm ToDo app (@Home, @Computer, @Office, @Waiting For, etc.). Thus, I spend my week using only the contextual ToDo lists, and only refer to my ShadowPlan list sorted by roles during my Weekly Review.
This makes it nice, because I can both make sure that all my projects/goals/outcomes have the right Next Actions associated to them, but seeing them grouped by their purpose (or role) helps stimulate my thinking about what other projects need to be added. And since everything is sorted out into the natural context lists, it makes the doing part easy, natural, and thoughtless.
During the week, I don't separate out my thinking about whether something is personal or business. It's simply a matter of context. In one location, there's certain tasks that can be accomplished, regardless of where they came from, and that's what I'll do. As much as possible, I save the meta-thinking (about roles, etc) for my Weekly Review.
It works for me. I can describe it more in depth, if anyone wants to know.