Don't let yourself get depressed and do keep looking for new options. Relocate? Switch fields? Turn a hobby into a new career? Like some of the other guys said, getting out of the house even for odd jobs or something temporary can help, and it can buy some groceries too. Keeping up your workouts is imperative.
I got dumped myself, almost two years ago. Basically, the whole field I was working in dried up, so there weren't any directly-related jobs to be had anywhere. The job search was going nowhere, so after three months, I started advertising my services as an independent business. I used a lot of pay-per-click advertising to figure out exactly which services people wanted and which ones would pay enough for my time. (Fortunately, I already owned most of my own tools and equipment.)
At first, it was pretty slim pickings. Some months I barely made enough to cover the advertising and a couple bags of groceries. But after about 14 months, I was making more money than I ever did on salary. Somewhere along the line, I stopped looking for other jobs.
Yes, people are noticeably tighter with their money now, than they were a year ago. But maybe an independent guy with lower overheads can provide a better value on some things than a larger company.