I think the common answer is don't give up and it's true. We've all received stacks of rejections and it stings, but then one day when you least expect it, one email arrives and says they would like to publish you. It's a great feeling.
You also need very thick skin in this business and have to learn not to take rejection and criticism personally.
I think the other big think is to always write what's in your heart. Don't write horror because horror 'is in' if you don't like it. The market changes rapidly and what ever isn't in at the moment, give it six months and it will change. Tell the story you want to tell.