It all depends on how long you were with her and what investments you put into the relationship. If you were just dating, it'll be much easier to get over than if you were living with her, or even married.
This is how I dealt with it (I was living with her)
I took a week off work and just mourned. I cried my eyes out. Then, I started to repeatedly tell myself it was over.
One week after she was gone, I rebounded. I ended up with a posessive woman and dated her for a few days. I didn't really like her and she wasn't that good looking. She provided comfort that I sorta needed. She told me, "You have a good job, you're good looking, and you can have any woman you want." I realized she was right, so I dumped her.
I cut all contact with my ex and worked on being single again. That's how I ended up here.
I dated many women, and eventually my ex wanted to come back to me. So, she met up at the bar with some mutual friends and waited for me to come and talk to her. I was too busy flirting and making out with the women in the bar to be bothered with her. She ended up leaving. I didn't care.