rejection etiquette

It's up to you. I don't think the person is expecting a response.

Send them to your interviewers, not HR.

Send an email rejecting their rejection

I always sent a polite follow up. Keep em' warm in case something drastic happens and a new opening with your name on it suddenly comes up. You never know, it only takes one.

I mean it can't hurt, just don't do rant on them and screw yourself out of any future opportunities. Like say "Thanks for your time and consideration. If any opportunities come up at your firm, I would love to know of them." not anything talking about how great you are or how wrong they are. Unless it is like you got an offer at GS and this is PJ, then you can write a funny response, and I can read about it on DealBreaker.

I agree with sending a follow up. I got rejected from a BB initially but then got a call 2 weeks later from HR telling me that a position opened up, and asking me whether I was interested since I was one of their top candidates. You never know.

Send something along the lines of "While I am saddened to not receive an offer, I am grateful to have been considered, and hope for another opportunity in the future, as I greatly enjoyed the corporate culture/working environment/meeting the people/etc etc etc and feel I would be a great fit. Best Regards " If you feel strongly about the company, follow up with a thank you letter to the interviewer as well.

If your first reaction was "well fuck you too, I didn't want to work for you anyways" , then don't bother, find something you really like.

Make sure to stay in touch. When I was recruiting, I ended up voluntarily fading out of one firm's recruitment process as I felt the superday went poorly compared to others but stayed in touch with the recruiter I knew fairly well. She ended up going out of her way to keep the line open. I think it pays off.