Do not beg her to get back together with you. This is the most difficult part of the breakup. It is tempting to make that one phone call or drive by the house just to say let's start over and work it out. Remember that the breakup happened for a reason.
Accept the fact that the relationship is over. This is especially true if she has cheated or was the one who broke off the relationship.
Cry. It is okay to cry. Grieve your loss. Think about all the good times and the bad times. Think about what led up to the breakup. Think about her incessantly until you are tired of thinking about her. This will lead to the healing process.
Get out. Spend some time with friends and family. It may be more beneficial to attend events where there are several people to keep the mind off the breakup.
Return to your old life. There was life before her and there will be life after her. Start doing the things that made you happy before she came along. Learn that life can be enjoyable with or without someone.