I think Tszyu certainly took his first loss well after his shock loss to Vince Phillips. His record after that loss was exceptional and did not lose again for 8 years, some fighters do not handle it well, Naz for example. Malignaggi lost to the best in his division at the time in Cotto no shame there.
Going back a bit here but Duran's first loss did him no harm in 1972, not losing again until the 2nd Leonard fight and avenging his first defeat twice against De Jesus. You could argue that first losses to Foreman, Holmes and Tyson all had a negative impact on their careers.
Mosley had a bad couple of years after losing to Forrest and RJJ did not take the first Tarver loss very well at all. (Forget the Griffin DQ against him)
Hatton will be interesting to watch in 2008.