Talk to people. Any time you open up and let out how you feel, it lightens the burden to bear by yourself. If I can't reach friends or family, I go on Facebook and chat with people online.
But I do like alphagirl's suggestion of having a glass of wine, along with some music to fit your mood.
In moments of grief (like when I got dumped), I'd go on walks to process my emotions. Sometimes, a little cardio can release steam from your broken heart. And a nice view to stop and admire can make you feel comforted. If you feel "down and out," having a perspective of a vast opening with many options can make you feel like there is hope. A nice view (like an ocean or city view) can be therapeutic.
And a hug can work wonders, too.