If you look at my posts, you'll see that my W's OM lives right up the street from me. I physically confronted him (nothing violent, to my credit). This is my second time around for a W leaving me for someone else. Trust me - all the snooping, confronting, anger, etc. only hurts you. I did it all the first time around, got a restraining order against me - the whole works. No good comes of it. I let the first time affect me for years - I was bitter and unforgiving, and it carried over and harmed my 2nd marriage! I know it hurts. If you haven't read Divorce Remedy, I'd suggest getting it, and reading the chapter on infidelity.
I felt shame as well - but it's important to remember that it isn't your fault (even if you acknowledge your part of the relationship that helped cause it). Also, it's an old saying, but it's true - infidelity isn't the cause of a failed relationship, it's a symptom!
Hang in there! But remember, it is up to you to decide if you can forgive.