Thanks for starting this thread, great question and I am also curious as to other's views. My system as it stands:
I have a page for each Area of Responsibility in Evernote, which includes mindmaps that touch on Goals and Visions and a section for explicit goals for that Area. I review each once per month as part my Review process.
I also have an area of responsibility called Goals and Visions, which is about the responsibility to maintain goals and visions- so it has maintenance tasks to do with these higher Horizons of Focus (e.g. setting annual goals etc).
I am developing Vision Boards for each Area of Responsibility in Evernote. These contain inspirational images. I've only recently implemented this so I've done about half my areas. It's been extremely helpful already.
I am still working on how to capture 50,000ft Purpose more effectively. I've got an Evernote page for it with a mindmap, some inspirational quotes and I've also created a vision board with some inspirational pictures. I review this monthly as well. This level is so high, I am still working on how to make it more tangible to myself.
Lower level Horizons (projects, tasks) are in my task manager, which happens to be Things. I've grouped projects there by Area of Responsibility. I look at those groupings as part of the weekly review and it reminds me of the higher level stuff (although I've chosen to look at the in depth Evernote stuff once per month).