Honestly, after giving and taking a lot of advice in my life, I think the problem is people have something (A) they want to do in a situation, they then ask all their friends / family / mentors for advice, and even if 9/10 say to do B, they listen to the one person who says to do A. So it's not that people don't listen to advice, they just shop around and listen to somebody's advice that fits the desires they already have.

This has lead me to think the best thing you can do for yourself is to just ask a select few people who you really trust for advice. You still might not listen but at least you'll go into a decision knowing you're not listening to any of the advice you received.