I consider each bit of feedback, then tend to tweak if I ultimately agree with the editors comments. Sometimes they strike a chord straight away. For example, recently I received feedback about a problem I'd known about previously and thought I'd fixed. The feedback showed me I still had work to do. On the other hand, I've also received feedback which made me feel the slush reader had either skimmed the story or had a very odd way of looking at things that I didn't agree with. I didn't touch the story.
Also, if the editor's feedback is based upon what is a good fit for their publication, I'll bear that in mind for future stories I send them, but may not change my story as it could still be a good fit for a different market.