It really depends on the advice, and my relationship with the advice giver. I generally give advice at least a thought, even if it was unwanted, unless I have a reason to mistrust the advisor. As for how I respond to the person, if it’s a friend I’ll usually have followup questions, for people I know less well it’s usually a cordial variant of “hmm, interesting perspective” and then I have to think on it for a while before I respond, if I respond at all.