Welcome to the Forums.
Sorry to hear that the 1 person you chose to spend the rest of your life with is cheating on you.
I like to think sometimes people just need a nudge in the right direction, but this relationship sounds like it's in an awful mess and once someone cheats the relationship often becomes flawed.
In some cases it can work, a close friend of mine moved state because his wife was cheating on him, this solved their problems and they live together happily like they did before.
Not saying you should be doing this, but just sometimes things can work out. But at this stage, I would start looking out for yourself, I'm not sure what you have been thinking but do you feel it's time to move on?
If you still love him then maybe need to talk to him with a third party person, perhaps a family counselor but this is only if you want it to work.
I think you need to make a decision that is going to revolve around you now, when things like this happen people lose their self esteems which leads to depression.
Keep us posted on what you decide to do and hope everything works out for you.
All the best
Diagnosis - Ankylosing Spondilitis and (still to come, ill find something :P)
Meds - Celebrex 200mg Once daily - Contains Celecoxib.