It depends on the kind of rejection, I do try to rethink my initial hurt if it's appropriate.

For example I did not get the job because there was another highly qualified candidate, but I did well to get interviewed and did my best.

Or more personal example, the reason she did not hug me back is not because she doesn't care about me but because she doesn't express her affection as easily as I do.

Sometimes though distraction is the best, music and a run work well for me.