Cry, pray for them (this is important), talk to them, I offer them bits of food sometimes too.
Lesson and be very quiet to see if they are giving you a message.
Cry over them. Seriously, it helps. <br />
I called my dog a hero today and I started bawling.
After you have cried, continue to savour their memory and move on ... they are not here anymore. You will have to live with that fact.