Always Feeling Second Place

I used to have a friend that called second place “First Loser”  It was funny at the time, but now it seems really to bite hard.  There have been a ton of recent rounds of proposals where our company makes it to the final two or three only to lose out in the last round.  It’s a fair bit of time and lots of phone calls, only to get bad news at the end.  It’s been no less than one a week for the last little bit.  Even more frustrating, there’s lots of times where we don’t get a formal “no” they just stop responding to emails.  So no feed back on where we fell short.
Always so close, and then falling out at the end.  I’d rather just get dinged rapidly than go through the whole process.  
What does anyone else do when they come to situations like this?  I’m starting to take it very personally.