From the ideas I've seen it appears some people have the impression that a sigil is some ancient symbol you find and use for corresponding purposes. There are specific sigils in existence for more complex works (Goetics for example), but that isn't necessary for a simple, personal goal.
Liber MMM contains some very practical instructions on sigil construction. I couldn't possibly reproduce the illustrations here that Liber MMM has a examples, but if you have a chance to go look at them I think that will clear up any misconceptions about sigils. I'll try to explain one method here:
Get some paper and simply write out a statement of your intent. Be blunt and specific and BRIEF. Example: "I will get an A on my math test next week".
Write it out in plain English. Now look at the letters of the alphabet. What are they? Symbols. They are just symbols of a statement of intent. So play with them. Rearrange them, move pieces of one letter into another. Leave out repeated letters to make it smaller. They are just lines and curves so make them into some other design. Play with them until they don't resemble anything remotely associated with your intent.
Once you have a cool little symbol all your own you can copy it over onto an index card. Now you have a sigil of your own design for your own specific magick.
(With apologies to Frater Stokastikos)
So what the heck IS the sigil and why do you use one? Sigils are one of the most effective tools for magick because they embody the basic procedure for magick. Magick is an act of will/intent that utilizes the subconscious drive. For magick to be effective the user must circumvent the conscious mind. Why? Because your conscious mind operates as a filter/psychic censor. It operates in a state of perpetual duality because the function of the conscious is to sort out and categorize information. The conscious naturally operates in a state of conflict, and this conflict impedes the directing of the will.
Let me give you an example. Say you want to do a simple magick work to get a promotion at work. You say to yourself, "I want to get the promotion to Level II Whatever". The conscious mind automatically addresses the following conflicts:
Will I get the promotion?
Am I qualified?
Is someone else more qualified?
Can I handle the work?
What if I don't get it?
etc, etc, etc.
That process is normal. It also impedes magick. Magick bypasses the conscious to engage the will directly to the objective. It does this by operating in the natural realm of the subconscious without the trappings of the psychic censor. To do this one has to get past the conscious. This is done via trance, ritual or other methods that attain a state of mind distinct from normal conscious functioning while utilizing symbols. Symbols are our native language. We respond to them daily and filter them and sort them rapidly. The language we speak and think with is an artificial system of order we impose over the natural language of symbols to make sense of them.
A sigil is a direct method for breaking down the conscious overlays. The sigil described above blatantly takes a conscious statement of intent and returns it to a symbolic form. The method involves obscuring the original meaning and that part of the procedure is what makes it so effective. The entire process is geared to remove as much of the conscious focus and inherent conflicts from the intent. The sigil returns the idea to the realm of the will, and that is where the magick begins.