where do you go when you're feeling very heartbroken?

You mean like lonely? I hit the woods and start practicing my martial arts techniques. Thats by far the best method ive come across for relieving emotions. You become engaged and focus on work instead of life.

go outside with my cat listen to some music and connect my mind and heart again

In your bed with a bunch of comfort food and a dim light

I cry myself a river, then I move on eventually.

To sleep

To my room.