Are you asking about relationship advice from the person who you liked/wanted to pursue, or by an outside "objective" person?

The best advice I got from someone I liked (that was "rejecting" me, I guess) was that they really enjoyed having me in their life, and wanted me in their life, but did not want to pursue a relationship at this point in time. It was a nice way of saying no, but left me feeling okay about myself--because he phrased it in a way that was not personal towards me, but made it sound like he didn't want any relationship. Whether that was true or not didn't matter, I didn't have terribly hurt feelings and I learned from the situation.

In terms of friends, I've heard lots of advice, good and bad, over the years. The best thing I've heard was "if its meant to be, it will work out without you pushing too hard." I still like that one.