Always set out with the height of ambition (7)
I believe the answer is:
everest
'the height of ambition' is the definition.
'always set out' is the wordplay.
'always' becomes 'ever' ('ever' can be a synonym of 'always').
'out' indicates anagramming the letters (out can mean wrong or inaccurate).
'set' is an anagram of 'est'.
'ever'+'est'='EVEREST'
'with' is the link.
(Other definitions for everest that I've seen before include "Himalyan peak" , "High mountain" , "Mountain named after a British surveyor general of India" , "Highest peak" , "A mountain to climb" .)