Man, you and I are in very similar situations. My husband left me 8 weeks ago with (at the time) a four week old, and a 22 month old. I was blindsided and devastated. Turns out he left me for another 'woman'... using this term loosely as she is 18. What I have been doing is negative:smoking cigarettes again, crying, going on interned and FB and torturing myself. The positive things I have been doing and I recommend to you are: try to keep a journal when you are ready for it, I am only now ready. Write anything down that comes to your head. Don't read over it, just write anything. You can later burn it, keep it.. whatever.
The second thing I recommend is if you can afford it to go to a psychologist. I started and I feel at least for a day unburdened. She advised me to power dress, meaning no matter how crappy you feel, just get up, shower and put on decent clothes. She said it will form your day and self-esteem better. I can see that, as both you and I feel just a bit worthless and pathetic right about now, don't we?
The third thing to do is talk, talk, talk. Get this out of you, like with the journal. Don't stew in it.
Then start planning your future. I am on maternity leave now and the first thing I did was set up mediation in order to take care of custody, money, etc. Mediation works out much cheaper than going through lawyers.
Take care of yourself. Even if you can't eat, sleep you HAVE to. If you are feeling like ****, how can your children be settled and happy.
This brings me to my last and most important point. Focus on your children. That's what I'm doing. Just remember they are joy and a blessing. You get to have real love and affection with them. Your husband obviously is trying to feel some self-esteem issue with all these women. That is shallow and will not get him any permanent peace and reassurance. So he will go through women and be mostly more and more miserable, while you will have this intense bond with your children, and can only go up from now. You take care and remember there are plenty of ****heads like that out there and I'm there with you