This is an interesting situation you've got going on. I feel I can speak freely on the subject cuz I've been pretty much exactly where you are now. I was with my ex for almost 5 years, we were engaged and living together.
The difference between our situation and yours is that my ex told me about her desire to be with other guys before she did and she was faithful to me right up to the day we broke up.
If I could offer any advice based on my situation it would be this: Evaluate your whole relationship, top to bottom. You might need professional help for this part, like Timo said. We got a counsellor, who was quite helpful, but in our situation, even though we were best friends, we were just too young to be starting a commitment for life.
At the time, (2 years ago about now) the breakup was absolutely devastating to me. I can't tell you a worse mental place to be, but it sounds like you're going through similar emotions now.
I don't know how old you are, or obviously the intricacy of your relationship with your fiancee, and these pieces of the puzzle are very important to the outcome.
After you evaluate your feelings for her (ie. has your trust in her bounced back at all since she cheated? Could you see yourself standing at an alter and going through with marriage?) you should talk to her about them.
For Tara and I, now that time has passed, we're able to maintain a good friendship, where we talk on the phone and occasionally hang out. I was actually just talking to her about our recoveries last night as a matter of fact. We agreed that the first year was absolute hell, but its been much better since.
I personally wasn't able to handle socializing with anybody around me and I went to Europe alone just after the breakup to just travel and deal with my thoughts on my own for a few months.
With the benefit of hindsight, I am so so so happy that we didn't ignore the signs that we were doomed. When you marry somebody, you're giving yourself totally to that person. It has to be total trust and total respect. If you don't feel that way, and don't feel like you're headed that way, consider breaking it off. I know that I am extremely happy that we ended when we did. I see how, looking back, that we were not going to have lasted a lifetime together.
Hope that helps. Email me if you want to discuss anything in confidence.
~Josh