Mate I really feel for you, I know how it feels as it happened to me a few months ago, with the girl cheating on me with somebody, then finishing me and get with this person. You are not insane because i couldn't eat, concentrate on work, felt lonely etc, and now I've finally got over it all.
I was full of anger and rage, so the first thing I did was to invest in a punch bag. It helped me to get rid of all my anger, plus take my mind off the whole situation. The other thing I did, whenever I thought about my ex girlfriend, i just thought off all her bad points (she used to belittle me all the time for example so I always thought of this), which helped make me see she wasn't right for me and it was best for us to split.
Another thing I thought about is the way she cheated on me - for doing that she just wasn't worth going out with - if she cheats mate she isn't worth it. The best thing I probably did is blocking her on msn, deleting her number and just basically ignoring her so there was less chance i would think about her - it may sound unreasonable, but it really did help and i didn't give a ***** about her. Finally I just started going out and chatting to other girls, which once again gave me the taste for the single life again - its so good, can just do what I want without worrying about my gf and what she thinks.