Happens extremely rarely. Interesting enough, I've only received such advice from women. I'm defining "advice" as instructions it appears the driver expects me to follow. This is distinct from harassment or people just yelling things at you.

I prefer not to respond or I give a friendly wave. However, a couple years ago after this one woman persisted in giving more advice after I'd ignored the first part (saying I should be riding on the sidewalk), I asked her if she typically followed illegal advice yelled out of windows at her by strangers.