Hey, I'm sorry to hear about your recent break up with your finance. I know it's a crazy time for you, but don't do anything irrational right now.
First of all, before you do anything self-destructive, remind yourself about how that will make the situation MUCH worse. Right now, I'm sure you can't think beyond the fact that the girl you love betrayed you.
I'm telling you, there will be other people for you. I've been to that point also (not in the same way that you have) where you don't think that there's anyone else in the entire world that you could love as much as that one person. As much as you don't believe it, tell yourself that there will be someone else that'll come along and love you even more than her. The more you tell yourself that; the more you'll begin to believe it, and the more it will be true.
And if she really is the one for you, then eventually, things will work out between you and her. It's only been one day since you guys have separated, correct? Lots of people get cold feet about becoming really truly serious. No doubt, it's a scary thing. She could have just been acting on one emotion, fear. As for the other guy, she could just be latching on to him because she's scared of the future and commitment. I don't think she would say yes to marrying you if she didn't really love you.
And, if she actually is serious about this other guy, you've got to gain the strength to know that you are better than her and this situation. Once you can get through something as painful as this, you'll be ready for anything. Think of this as a challenge, and once you beat it, you'll be better for it. You CAN GET THROUGH THIS!
I'd suggest spending some time with your best friends. Do the things you enjoy most to get your mind off of the pain. Of course, it's normal and healthy to cry about it and feel sad, but there's a certain point where if you don't pull yourself up, you'll feel even worse.
Stay positive. Good luck.
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Put your freakum dress on!