Disappointing though that rejection may have been, it's part and parcel of the acting game. Actors will go to countless auditions, and it's getting their foot in the door in the first place that's the important thing. As Glau shows, though, even with Joss Whedon on your side, you could still face disappointment. But she's had plenty more missed opportunities besides the Kitty Pryde Last Stand thing. In fact her first big audition, a while before she considered Angel, was to play the pink Power Ranger in one of the many iterations of the kung-fu giant robot teen series. Again, her dancing experience probably would've helped, and apparently she was on the shortlist, but she never ended up getting the part. Since her big breakthrough in Angel she found it a little easier to find work, but Glau found that she was turning stuff down thanks to her Firefly schedule. Whilst she did eventually take a part on The 4400 it was a brief arc towards the show's existence, rather than the lead she was previously offered; around the same time she nearly played Hiro's doomed girlfriend in Heroes, but again, there were scheduling conflicts.
Tom Baker is the Comics Editor at WhatCulture! He's heard all the Doctor Who jokes, but not many about Randall and Hopkirk. He also blogs at http://communibearsilostate.wordpress.com/