Hit the gym. You don't necessarily have to go to a gym, but you do need to exercise. Thirty minutes of brisk walking, yoga or weight-lifting will release endorphins to make you feel more self-confident, give you something to focus on and make you feel better as you start to meet goals and become more physically fit.
Make a clean break by deleting him from your phone, hiding him on social networks and generally removing him from your life. It is extremely tempting to stay friends, but this is not really possible. In the beginning, at least, you need to be completely free of your ex. This will help you forget about him and help you move on, which will make you feel happier.
Think about what you learned from the relationship. Things can be extremely raw when you've just been dumped, but no matter how badly things went you will have learned something. If you can rephrase your relationship in these positive terms you will be able to see something good in the relationship, which will help you feel happier.
Talk to someone. This can be a family member, close friend or anyone else. Thoughts don't really express themselves in words, so by articulating how you feel you will be better-equipped to come to terms with it and move forward.
Immerse yourself in something that distracts you. This can be your work, your hobbies or anything else that makes you focus on something other than your breakup. By channeling your energy elsewhere you will be able to re-focus on other parts of your life and be happier.