I don't like getting rejections of any kind (see post from a few days ago). But I did learn through teachers and other writers that there is a "good" kind of rejection. I guess when editors were on the fence about a piece, they will often include a personal note with the rejection. Something like, "Nice work, please send to us again."
I got one such rejection recently from Hayden's Ferry Review. They were in my "top tier" of literary mags, so I'm proud to get a kind note from the editor. Of course I would've been prouder had they published the piece, but I'll take what I can get.