"You never learn" Is used often. It is for people that get hurt, or has something bad happen, (a broken heart or anything) and it happens multiple times.
"You must come to your senses" is often used when someone is acting irrationally.
"Smarten up" is a complete sentence often heard. No 'you' used. It is just for people that are not being wise. It can replace the other two.
The other one is not used. "Wise up" is.