[Kath]

I mean by Theoden opening up and listening to Gandalf's advice he dies in glory. Where Denethor refuses Gandalf's advice and goes by his own judgement, he isn't redeemed in the end.

Maybe so Boromir88 (and thanks for clearing that up!) but this could be less to do with the advice and more to do with the person. Gandalf only brought Theoden back from the hell Wormtongue had taken him into. He gave Theoden back his own will and power and then left him to make his own decisions from there. Denethor on the other hnad seemed, if not actually mentally ill then at least on the brink even when Gandalf first arrived. He may have been incapable of seeing Gandalf as trying to help. And he may have been going more by Sauron's judgement than by his own thanks to all the time he spent looking into the palantir and so allowing Sauron to see the workings of his mind.