It depends on the situation. I have learned that some things I need to just say "thanks for the suggestion, I'll think about that." It's not defensive and in turn I can let it go. Other things as far as what people have to say that is regards to my well being I listen. If it doesn't apply, I let it fly.
Mostly for me I've learned that I need to listen to what I need. I know myself better than anyone.
Then if you're in a situation where there is conflict with another person, you know, you don't need to keep yourself in it. I know I don't always agree with everyone else but I have to let some things just roll off.
I wish you had put up there a certain situation to go from. It's kind of gray. Someone could tell me to jump off a cliff and I'm not going to do it. If a cop gives me a speeding ticket and tells me that I have to show up for a court date, I'm going to go, kwim???