Hi Chris, lots of good advice already, but to add a couple of thoughts. You can find yourself going through the whole Shock / Anger / Denial / Acceptance cycle similar to a bereavement & it can take time to work through this, but recognising it as a cycle can be helpful.
Outplacement agencies can be very useful if you can get your company to pay for a few sessions & they can help you to write your CV and think through what you want to do next. Some also run group sessions & it can be very useful to talk to others in the same situation as yourself. Making contacts and networks at this stage can be very useful down the line, especially if you potential go freelance at some point
If you do get a chance to use an agency be careful on when you use them as I've see people so much in the anger phase that they cannot see beyond the fact they have been 'sacked' and they just can't focus on the support / advice side at that time.
The other critical thing i learnt is to find yourself a good Independent Financial Advisor who can help you in working through your finances and pension situation. Many have supported people in similar situations and will be an invaluable source of advice especially in how you use your pension.
Hope this helps