Get your financial arrangements sorted - now you are separate you will be entitled to single person council tax, and possibly tax credits- also, make sure child benefit is paid to you
If you are working, and have any joint finances, make sure your salary is paid to a separate account, and set up new bills in your name- he'ss have to pay his half of any outstanding balances
Dont have him in the house- its too hard for you and may confuse the children- plus its too easy for him- agree with previous posters that he has to feel the consequences of his decision.
Make sure he 'owns up' to family and friends- he has to tell them its his decision and behaviour thats splitting the family- dont bad mouth him to anyone, (this protects your dignity) but let them know its not your choice, you are hurt, you have been blindsided.
Care for yourself as much as you are caring for your children- you deserve kindness and compassion, get as much support from family and friends as possible.
Its awful that he has done this to you and your children- dont be forgiving to him, he should have treated you with respect and honesty. 
make sure he has his financial obligations to the children on a formal footing