When I'm hungry I eat, but then I don't go on eating some more just to maximize a function. Eating isn't something I want a lot of. Likewise I don't want a ton of survival, just a bounded amount every day.
It is important to note that survival can be treated as a "big goal". For example Hopefully Anonymous treats it that way: if the probability that the pattern that is "him" will survive for the next billion years were .999999, he would strive to increase it to .9999995.
Parenthetically, although no current human being can hold such a belief with such a high level of confidence, that does not mean Hopefully Anonymous's goal is undefined or would become undefined when his survival is assured at a sufficiently high probability: it just means that a subgoal of his goal is the coming into existence of an agent that can hold such beliefs with such a high level of confidence. (The most likely way that that would happen involves a greater-than-human intelligence's having the same goal as Hopefully Anonymous or having a strongly-related goal like giving all 6 billion "founding humans" whatever they want.)
Sometime ago Jonii wrote:
When I'm hungry I eat, but then I don't go on eating some more just to maximize a function. Eating isn't something I want a lot of. Likewise I don't want a ton of survival, just a bounded amount every day. Let's define a goal as big if you don't get full: every increment of effort/achievement is valuable, like paperclips to Clippy. Now do we have any big goals? Which ones?
Save the world. A great goal if you see a possible angle of attack, which I don't. The SIAI folks are more optimistic, but if they see a chink in the wall, they're yet to reveal it.
Help those who suffer. Morally upright but tricky to execute: James Shikwati, Dambisa Moyo and Kevin Myers show that even something as clear-cut as aid to Africa can be viewed as immoral. Still a good goal for anyone, though.
Procreate. This sounds fun! Fortunately, the same source that gave us this goal also gave us the means to achieve it, and intelligence is not among them. :-) And honestly, what sense in making 20 kids just to play the good-soldier routine for your genes? There's no unique "you gene" anyway, in several generations your descendants will be like everyone else's. Yeah, kids are fun, I'd like two or three.
Follow your muse. Music, comedy, videogame design, whatever. No limit to achievement! A lot of this is about signaling: would you still bother if all your successes were attributed to someone else's genetic talent? But even apart from the signaling angle, there's still the worrying feeling that entertainment is ultimately useless, like humanity-scale wireheading, not an actual goal for us to reach.
Accumulate power, money or experiences. What for? I never understood that.
Advance science. As Erik Naggum put it:
Don't know, but I'm pretty content with my life lately. Should I have a big goal at all? How about you?