There are somewhat more recent numbers (~2010) about the ESTA and VWP program in this GAO report (ht: Quora). Since these numbers measure something specific, they can't be compared to the 2005 figures above.
In 2010, 77,132 (0.24%) of ESTA applications were denied:
- DHS denied 19,871 applications because of applicant responses to the eligibility questions.
- DHS denied 36,744 pending applications because of the results of manual reviews of passenger data.
- DHS denied 15,078 applications because the applicants had unresolved cases of a lost or stolen passport that DHS decided warranted an
in-person visa interview with a State consular officer.
So about half of the ESTA denials were for people ineligible to travel on the VWP in the first place or who had a potential issue with lost/stolen passports.
The report doesn't have rates for how many people denied ESTA were still able to get a US visa, but a footnote states that people are "frequently" able to get a visa.
In 2010, 6,486 VWP travelers arrived at the port of entry and were refused entry. According to this chart (I believe both data sources describe the same fiscal year), there were 14,821,569 + 2,256,611 = 17,078,180 admitted under the VWP that year. So that's a refusal rate at the border of 0.038%.
Note that these figures do not include non ESTA/VWP travelers refused entry.