Sometimes I wonder, when I get a piece back, whether I should rewrite it right away, or try again at another market first.
I think part of the issue is some editors give you some feedback and others don’t. The one today mostly said “thanks for sending, but we’re not interested.” The one I got before said “hey, I really liked this, but it didn’t quite fit because of…”
Most editors don’t have time to send that kind of information back, I’m sure. I’ll just be glad for the ones I impress enough to get that kind of a note.
Like all writers, I struggle with rejection. I may do better than some – but sometimes it really gets to me. One of my friends talked about wanting to be good enough to not be laughed at – because sometimes when he and I talk about writing we can see how bad others are. Does that mean we’re great? Nope. We just try everything we can to be better.
Easiest thing to figure out is how to get the best grammar and punctuation possible. The harder things- where it start and end, characterization and moving that plot and conflict ever forward- well, I don’t know because I’m still learning all of it.
I just need to figure out how to make a consistent choice between rewrites and resubmits.
Ransom Noble 
I find that, eventually, I come to a point where I just let it go. If you ask 100 different editors what their favorite book is, there is a good chance you will get 100 different answers. That is why I usually make sure everything is grammatically tight and then send it back out, usually without changing anything in the story.
I agree with Jamie; until you start receiving the same personal rejection (e.g., they all mention the weak ending), I wouldn’t change a thing.
Rejection can be tough. It’s like criticism. Sometimes it is just difficult to handle even though we know it’s part of the process.
I do agree with what has been said already. Good points.