Oooh, I inspired a thread!
What a tough question. Our willingness to accept constructive criticism, I think, is often dependent on how we've received it in the past - and that has to do with how it was delivered. Giving constructive criticism is an art form. I think people can definitely deliver it in a way that is damaging to the recipient, and that would naturally turn one off to receiving the criticism.
Are you asking if we can "walk the walk," in dealing with taking the criticism, or walking the walk in actually accepting the criticism and using it to better ourselves?
I'm trying to think of an example, but all that's coming to mind now is that the relationship between actor and director is really an exercise in constructive criticism. There have been many rehearsals where I've known outright that I'm just stinking up the place. But no director has ever come up to me and said, "that was awful," or "you can't act." Instead, the director's job is to tell you what you need to do to better your performance, and that itself is a form of constructive criticism. I do think this counts, because while acting is somewhat an exercise in make-believe, the actual process of acting is extremely personal.
When I'm given constructive criticism in this context, sometimes it hurts, but only if I have no idea that I was doing anything wrong. Usually, instinctually, I know when I suck.
So I am usually able to take it and improve. But again, this is based on a fictional character. I guess it's been a while since someone has really criticized me for real-life events. Again, we'd all like to think we can take it...but I think it really has to do with the situation and how the criticism is delivered.
(this didn't answer a damn thing, did it.)