Depends on whom you lose to.
For example, if I lose to a guy who has similar rating as me; I get pissed; I curse and then I go on with my playing chess.
If I lose against a guy who has at least 100 points higher rating than me, I chuckle and say meh: I was suppose to lose anyway.
If I lose against a guy who has lower rating than me or if my opponent is one of those guys that like to play instantly after your moves to make it seem like they had anticipated your move and thus appear all cocky and stuff, I immediately close my chess tab, open up youtube and watch some fails.
Btw, trust me on this. The best way to overcome the fear of losing is to get used to losing. Worked for me. :)
This isn't strictly relavent but as a Yankees fan I couldn't let it go, Babe Ruth's On Base Percentage was .474 which means he got on base nearly every other at bat, the second highest of all time.
As for the actual question I try to say two nice things to people who beat me. It forces me to think about what they did right about the game and to calm down a little since I'm usually a little pissed when I lose.