Fluffy Rainbow, remember that God has a purpose and plan for your life, even as you are going through all this. If you'll let Him, God will not only help see you through this difficult time, but he'll also open other doors for you to serve Him. God can heal the broken hearted, but he can also bring joy to your life while your heart is healing. As I thought about your life and prayed for you, I am convinced God is ready to move in your life. Put aside your pain, I know how overwhelming it can be, believe me. But put it aside, go somewhere quiet, and talk it out with Jesus. Do this often. He will comfort you and give you hope, and more importantly, a purpose. He will help you make it through this depression. You have such a desire to lead a Godly life, to be in a good marriage, to make things work. I don't know what God's will is for you, but even through all this, your heart is in the right place, it will just take time to make it through.
Sometimes the only way I can do this is to drive down to the beach, and walk along the shore under a clear sky full of glowing stars. And sometimes that's the only way I can hear God's still small voice and feel his presence at this point in my life. Now perhaps you don't live near an ocean - and it's probably freezing where you are - but find a place and pray, really really pray, and open your heart to God's voice and the proddings of the Holy Spirit.
Your ex-husband has married another. Yeah, you left him, but did he fight to get you back? No. It's not that you aren't priceless - you are. It's just that some people look for instant and temporal happiness instead of recognizing the real thing right in front of them. So stop beating yourself up. You have much to offer, and much to do in the world in His name, all the other things will fall into place over time.
You are not reponsible for your ex-husband's spiritual health. Any guy with half a brain can figure out where he is and where he needs to be. He has made his choices - for now. There is nothing wrong for praying for his salvation - and his wife and child, too. And God will work in small ways to make that happen. People will be sent into your ex-husband's life to be a testimony and a witness, and then he will need ot make his own choices.
Be at peace. Let things go. Trust Jesus in this, it's the only way to go. And above all, guard your heart. You are vulnerable, do not fall for the temptations that will be sent your way. You will be in my prayers, kid!