I'm happy to add in some of mine, too.
One thing I remember from high school that a friend did with and for me that was so awesome was this: she came with me so I could tell my ex the things I needed to to get resolution. I had had some things just kind of left in my lap that would not go away, and having a friend be there with me to a) be a witness to be sure I got heard and things didn't go haywire, b) kind of make sure I said what I needed to in a way that was not outer limits and c) be there to hang out with afterward was rad.
As a creative person, I often dig deep into making some kind of art when I'm heartbroken, be it music, creative writing or visual art. That tortured artist thing didn't come out of nowhere, after all: intense emotions can make for intense art. When it doesn't and it just makes for really embarrassing art that you're pretty sure is utter crap, you can always toss it away. Either way, you get the process, which can be a great way to both be in and work through some of your feelings, without having to control them. Art always likes when they run wild.
Giving MYSELF permission to be sad and pathetic for a while has always been tougher for me than getting permission from other people. So, finding ways to just remind myself that it really is okay, and healthy, to be sad when I feel sad, to not get out of bed when I could really use to stay in it, has always been a biggie. It sometimes requires a LOT of repetition.
When friends have said things that were unhelpful in a way that involved them kind of trying to get me further down the line in my process than where I was -- to "moved on" when I was still getting over "moved out," for instance -- asking them to put a pin in it has worked sometimes. In other words, something like, "Hey, I'm totally not there yet, and I know you mean to be helpful, but what you're saying right now really isn't. How about in a couple of weeks we revisit your feelings about this. I might be in a better space for them then." You can then follow that up with letting them know how they CAN help you now. A lot of the time, friends just hate to see us hurting, and want to make it better, but don't know how. So when we don't tell them, they can make some guesses that aren't so great. If we can actually tell them what we think we want and need, they can often support us better.
Also? Baking. You can even use that as a way to dig into your creative side like you would with art or music. But baking bread can be especially awesome because of the part where you smack loaves down in their rising process, which is needed for the bread and often hella cathartic, too.
Editor & Founder, Scarleteen: Sex Ed for the Real World
Author, S.E.X.: The All-You-Need-to-Know Progressive Sexuality Guide to Get You Through High School and Col