Some people experience rejection not merely as a (sometimes bitter) disappointment, but a very personal attack on their value as a human being. Rejection often feels worse than it usually is. Knowing this could help keep things in perspective.
Recognize that most people experience rejection. Knowing that does not make it less painful, but it can stop you from going crazy. While self-acceptance is vital here, it is important that it does not begin a negative cycle.
Rejection has a depressive impact, dissipating our motivation for life. While understandable, it is essential that your reaction is the exact reverse. Make a point of being around positive people and connect with those you love.
Be careful not to become cynical. It is both untrue and unhelpful to adopt the attitude that all guys/girls are impossible to please, or that you are just terrible at dating. Give yourself enough time to recover and then be positive. A sunny disposition is definitely an advantage for dating.
While self-blame is unhelpful, that is not to say that there is nothing to learn from the experience. Take stock; try to understand what might be going on. Also, create for yourself a strong support system, and occupy yourself with positive things.