So very sorry to hear of your loss. Know that you are not alone. I lost my first Sheltie, Neechee two years ago this coming Easter. He was my heart dog for 17 years, and I will always mourn him. I still cry for him, but I know he'll be waiting for me at the Bridge.
Something that helped me deal with his passing was to make arrangements to have his body cremated, and his ashes are to be buried with me when the time comes. My family knows all my wishes, and I have them written out as well. I have a wall in my den devoted to his memory - photos, his CD title, his ribbons, etc. It really helped to do that.
My second Sheltie, Bela, could not be more different than Neechee was. But she's unique in her own way and has a troubled past (former puppy mill mama). Most of all, she needs me and loves me. She'll never be Neechee, and I don't expect her to be. But she is the companion that I desperately needed when I lost him.
My prayers are with you - it's not easy, that first year. May you be able to at least find some peace and be able to go on from here.