Since I began doing a few things in the linux kernel, gotos don't bother me so much as they once did. At first I was sort of horrified to see they (kernel guys) added gotos into my code. I've since become accustomed to the use of gotos, in some limited contexts, and will now occasionally use them myself. Typically, it's a goto that jumps to the end of a function to do some kind of cleanup and bail out, rather than duplicating that same cleanup and bailout in several places in the function. And typically, it's not something large enough to hand off to another function -- e.g. freeing some locally (k)malloc'ed variables is a typical case.
I've written code that used setjmp/longjmp only once. It was in a MIDI drum sequencer program. Playback happened in a separate process from all user interaction, and the playback process used shared memory with the UI process to get the limited info it needed to do the playback. When the user wanted to stop playback, the playback process just did a longjmp "back to the beginning" to start over, rather than some complicated unwinding of wherever it happened to be executing when the user wanted it to stop. It worked great, was simple, and I never had any problems or bugs related to it in that instance.
setjmp/longjmp have their place -- but that place is one you'll not likely visit but once in a very long while.
Edit: I just looked at the code. It was actually siglongjmp() that I used, not longjmp (not that it's a big deal, but I had forgotten that siglongjmp even existed.)