Having worked with many clients as well as personal experience (my own, my friends, classmate, acquaintances, etc.) - it's rare to find someone who was leaving a job they *liked* for b-school. Most really wanted to a change of pace, to get out and find something else to do. That's why they applied to b-school.
As for *real* goals, you should have at least some idea of two or three career paths you'd like to pursue before actually stepping foot on campus. Also depends on the job market. In good economic times, it's less important -- you can afford to play it by ear a bit more, see how it goes, keep an open mind... and most people who have the least idea of what they want to do usually end up in management consulting as a default. However, in crappy job markets like now, it's really important to have a better idea of what you want before stepping foot on campus - because the informal aspects of recruiting (schmoozing, various private events, etc.) start as soon as the first 1-2 months you're in school - and when the competition for jobs is more fierce in a bad job market, you really do need to be more focused unfortunately.