Excellent question, Horazio. In my opinion, we train with a log. Otherwise, it's just tinkering with the toys. Also, I think John Stone's idea of regular photos is a good idea: you SEE the progress, not just read it in your journal.
Personally, the biggest help to my progress came when I began timing my workouts, recording not just exercises, sets & reps, but the length of my workouts in minutes. I keep track of total tonnage for the day and week, dividing this number by the time in minutes to give pounds pressed per minute. This way keeps my work hard and honest.
(Needless to say, nearly all my movements are compound: when in doubt, do a dip.) Good question. And log on!