When losing I take it personally and want to break something, but i then move onto the next one to try to level up my statistics. I have a rule that if I lose 3 games in a row in any one sitting, that is when I stop playing and give myself a prolonged break until at least the next day.
Quick exits

I think it depends if it is speed chess or corres. although a polite coment after the game is good in any event. in corres games where it is clearly lost it is unlikely that ones opponent will blunder, fall for a stalemate chance etc. however playing on in an inferior rook ending is a good idea to become more familiar with the positions and improve long range strategy. (when to swap into a won ending and so on). I block anyone who is rude that way you are free of them.
I have made up my mind to not exit losing games quite so quickly. What I mean to say is, when I see that I've lost a game I usually just resign immediately, and then start in on my next game. I haven't thought of this as rude, necessarily, but just anxious to start in in the next game. One thing I won't do is just let the clock run out for the victor to suffer in order to gain his victory (although this has happened inadvertently if I suddenly get called away in my duties as a caretaker). Instead I will try to have at least a congratulatory message for the victor. Losing stings, so I'll have 5-6 ones already prepared, so I can copy and paste. That's not meant to be insincere, just efficient. I think it will promote better sportsmanship. What do you think? What do you do when you've lost?