Just got laid off, what should I do first? (update)

I was let go as a marketing coordinator this week and I am still in shock. I have read a lot of threads here and could not find my exact situation. I have a few weeks of savings and a rent payment due. Is there a checklist I should follow?

Thanks for writing this out. I went through something close to it 8 months ago, and it got easier once I kept a simple log of every call and form.