I think one key in not being offended is being secure in your own person and position. If you're not actually worried that someone or their remarks may actually hurt or damage you, then it's easy to remain objective and not take offense.
In the Old Testament it says, "Great peace have they which love Thy law, and nothing shall offend them." I'd like to think that I'm secure in my position relating to the very Creator of the universe. So, to the degree that I am truly secure in that position, what can anyone really do or say to upset me?