In reply to French Erick:
Short term is generally within 1 grade, long term is a couple, long long term is dream grades. It's important to set real targets though and not get hung up on the grade, make sure you are inspired by the rock and the line rather than the grade, as it can get very depressing when you've been training for months and still haven't reached your nearest target.
For example, my short term goal is to be flashing 7a/+ on a regular basis. I've been training with this in mind for about 3-4 months now, starting from being able to climb 6c fairly comfortably. I've only just reached the stage where I'm starting to taste the possibility of victory, I've been very close to many flash attempts recently and have flashed a 7a+. So, it is starting to become reality, however, that is only my first goal. I've got a medium term goal of climbing 7b clean after working within the next few months, and plan to climb 7b on proper rock before Christmas - this may or may not be a conservative target, but I don't want to push too hard or I'll get frustrated and lose focus.
Whenever I get sick of the sport climbing I switch to trad or bouldering for a little while and push my targets in them, which provides a nice release and gives you a sense of why you really climb, i.e. for the fun.