Whenever my heart is broken I spend one day wallowing; dry cereal, chips, staying in bed and watching movies. Then the following night you go out with friends and party - time with supportive friends helps the moral boosting. Pack everything of your exes into a box and shove it into a closet, the basement or somewhere out of sight.
Then start a project, it helps keep your mind off your depression. I would suggest exercise, as well but only after you've consumed as much comfort food as you feel is necessary. Sorry about the broken heart