I was only rejected once; funnily enough I didn't even feel that bad about it, I just wanted to know, and was sick of waiting. I kind of realised after that I didn't even have those feelings anymore so it ended up for the best, we were still friends and that jazz. The not knowing can make you want it more methinks. (my friend used take this to ridiculous degrees...)
I also rejected a girl, and she hated my guts for ages after. I may have... slightly... strung her along. I did feel really bad about it after. Ah well, you know femal attention, men become idiots!
Right, OT: the worst thing is the one mentioned where they said nothing, realistically that's probably one of the worst things if it's just super awkward. That, or it's in school and everyone finds out. School is full of idiots...