I've moved to being pretty thick skinned by having an incredible mentor/manager. He was always honest with me and there were times I stomped my feet and pouted but I always reflected upon what he said as I respected his opinion greatly.

We still work together and we have more of a partnership in the office relationship than manager and employee. He respects my opinions just as much as I do his. We both know that we can be honest with one another and not get our feelings hurt.

If you can find someone where you can build a strong relationship like that, you will have a different outlook about all the feedback you receive and view at more as an opportunity and less as punishment.

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When you get to the end of your rope, tie a knot and swing.