Because of my "unique" circumstances, I've had to largely suffer my pain alone - nobody wants to hear how you're mourning the woman you had an affair with, or how you're regretting abandoning her on the other side of the country.
Because of this, I've learned a few things about handling grief alone. I don't recommend it, and I don't claim to have all the answers. But, if someone else is going through this, maybe my observations can be of assistance.
First, you're going to suffer a lot of self-recrimination - "I should have told them I loved them more", "I should have spent more time with them", "I should have apologized for..." and so on. You know what? This is NORMAL - people go through that with every loss.
Second, you need to find an outlet for your grief. Nobody will want to talk to you about it, or you won't be able to talk about it, so you're going to have to find other ways. Writing is good. Joining online forums like this is even better - shared grief somehow lightens the load, just a little bit.
Third, expect to have mood swings. Expect to have "good days" and "bad days". Expect to feel like crap at least part of the time. Again, this is all perfectly normal. Try to avoid "coping chemicals" (alcohol or drugs, be they prescription, recreational, or over-the-counter) - they don't remove the feelings, just shift them for a while at best.
Fourth, try to find as many different ways to remember your loved one as you can. You're not going to forget them, so don't worry about that, but you're going to want to memorialize them. That's okay. I've donated to the Canadian Cancer Society and the hostel that cared for my "friend", paid to keep her "memory book" online at the funeral home in perpetuity, and constructed a little virtual memory book on my hard drive based on what pictures I had or could find on the Internet. Since she died on the other side of the continent from me, I'm never going to be able to see her tombstone, so this is the closest I can get.
One other thing - you're never going to "get over" your loss. Anyone who tells you otherwise is, to be blunt, an ass. The best you can do is learn to live, and you will do that. It takes time, and it takes effort, and it takes acceptance. It's hard work. But you can do it, okay? Loss is a part of life, but it's not a part that life prepares us for. We all lose someone, and we all hurt - but your hurt and my hurt will be different, even if we lose the same person. It's okay to be hurt, it's okay to allow yourself to feel bad or sad. Just remember to take time to learn to live again as well.