I tell people that I neither give nor take advice well. When people talk to me about their issues, it's more about exploring the alternatives and how they real feel about it, and what the ramifications might be.
One of my best friends (he's INFJ) sometimes rubs me the wrong way because he has a tendency to say to me "clearly you should do X!" when I'm talking about some struggle I'm having. First of all, I find it insulting that he thinks I haven't already considered X. Secondly, being outright told what to do instantly triggers every subversive/passive-aggressive tendency I have. I've learned to cope, but it is striking how different our approaches are when talking over an issue with someone.