Sometimes it feels as if nothing is as painful as getting over your first love. This is the person that taught you what loves means, and whom you most likely thought you'd spend the rest of your life with.
Cut off all ties with your ex. This means stopping all communication. It may sound severe, but it is so much harder to get over someone if there is still contact. It may be nice to think back on the good times, but remember what and why you broke up as a couple. If there was infidelity, there needs to be the realization that one can find someone that doesn't cheat or cause pain like that.
Realize that just because this relationship is over, it doesn't mean that love will never be found again. When one door closes, another opens. Just think of the people that you missed out on meeting because you were with your ex at the time.
Write in a journal about your feelings, or talk with friends and family about how you are feeling. Talking to someone and getting support from those close to you can help the healing process.
Use your breakup to your advantage. There are always interests that a significant other didn't feel the same about, so this is the time to do new things. Take up a new hobby, such as learning to play an instrument, or a new sport.
Do things that will make you feel more desirable, such as going to the gym or getting a new haircut. Buy a new outfit or go out to the club with your friends.
Come to terms with the fact that it takes time to heal. Be strong, and realize that life isn't over. Someone else will come along and who knows, maybe he or she will be the one. But for now, keep your head up.