By Brother Mohammad Ali on Islamic Brother Forum:

Holy Prophet sallalaho alayhi wassalam said:
“The most beloved of speech to Allaah is for a person to say ‘Subhaanaka Allaahumma wa bi hamdika wa tabaaraka ismuka wa ta’aala jadduka wa laa ilaaha ghayruka (Glory and praise be to You, O Allaah, blessed be Your name, exalted be Your majesty and there is no god but You).’ And the most hated of speech to Allaah is when one man says to another, ‘Fear Allaah,’ and he answers by saying ‘Mind your own business.”
[Classed as saheeh by al-Albaani in al-Silsilah al-Saheehah].

Main reasons why people usually dont take or like your advice:

1- From a psychological viewpoint, the advice is not easy to swallow, one cannot accept it readily and go on with their lives in the same way.
The brain recognizes that this will force it to re-arrange and re-program several pieces of information it has accumulated over the years, i-e the life style that tv and environment has shown them, so the brain will fight, because this requires a high amount of mental effort, and the best way to avoid such effort is to reject the advice.

2- The second reason deals with the problem of ego. Due to a person's ego, he will fight you and your information, because he/she vaules their words over yours. They can't accept that you might of stumbled upon valuable truths, that they did not realize before and in defense of their ego, they disclaim your truths.

3- In many occasions, the person is so comfortable living the fast life, that they simply dont want to change their way of life, and couldn't care less about what's happening in the world. They are too focused on themselves.

What to do when you see these?

1- "Invite (mankind) to the Way of your Lord (i.e. Islâm) with wisdom and fair preaching, and argue with them in a way that is better. Truly, your Lord knows best who has gone astray from His Path, and He is the Best Aware of those who are guided." (16:125)

2- Talk to every person according to his/her psychology and interests. Do not try to become a doctor dealing with patient. Do not try to show them ur different and they are some lower human beings.

3- Do not over burden them with too much counseling. Try to show them u are a normal human being like them i-e u also know how to enjoy life.
From Abu Wa'il Shaqiq ibn Salama said, "Ibn Mas'ud used to teach us every Thursday. A man said to him, 'Abu 'Abdu'r-Rahman, I wish that you would teach us every day.' He said, 'I am prevented from doing that because I do not want to bore you." [Sahih Bukhari & Sahih Muslim].
Human mind gets bored by listening to repeated things. Try to present Islamic teachings to them in an attractive manner.

4- "Therefore remind (men) in case the reminder profits (them)." (87:9)
When you see the reminder is not benefitting them, instead things getting more worse(like fight, harsh words), 'QAALU SALAMA'. As Rasul Allah (sallalaho alayhi wassalam) guaranteed a home in a part of paradise to the one who leaves arguing even if on right.

5- "So remind them, you are only a one who reminds. You are not a dictator over them." (88:22)

6- "And the slaves of the Most Beneficent (Allah) are those who walk on the earth in humility and sedateness, and when the foolish address them (with bad words) they reply back with mild words of gentleness." (25:63)

7- Always remember Allah is watching all and your reward is with Him anyways whether the person listens or not.
"So let not their speech, then, grieve you. Verily, We know what they conceal and what they reveal." (36:76)

8- Read Surah Nooh and see how Hazrat Nooh called his people day and night and for hundreds of years but very few accepted and always remember that your job is just reminding and not enforcing. Hidayah is in Allah's Hands. And dont forget to pray(especially at tahajjud).

9- Be very very patient and remember. Once you were they.

Jazak Allah khair