I certainly do, and I don't consider it a bad thing.
Perhaps we have different understandings of what it means to fantasize; I don't think fantasizing about a goal and working toward that goal are mutually exclusive concepts.
Rather, the fantasizing helps motivate me to do the work necessary to accomplish my goals. It helped me to become the commencement speaker at my high school graduation, it helped me to obtain all of the jobs I've acquired, and it helped me to graduate from college in three years rather than four (I haven't yet graduated, but I expect to graduate in June.) The fact that I visualized myself in these positions prior to obtaining them is what allowed me to take the steps necessary to make those visions come true. Because I knew how I wanted to end up, I knew what I needed to do to get to that point.
I'm hoping the same will happen with my writing career. I'm confident I'll become a published author, whether it be in two years or twenty. In the meantime, I'll dream about it - and, of course, write (and revise over and over and over.)