Tell your girlfriends. You did have the perfect marriage. Until you didn't. Hiding it is not healthy. They will have support for you that you really need. Tell your family. They will instinctually protect him as far as not fighting him or devaluing him to the kids, so you don't have to worry. They will just share the burden with you. That is an imperative stepping stone because your life is now going to radically change. Trying to protect an image serves no purpose. Dont' be "embarrassed" that he's not the great husband everyone thought he was. Tell his family too. No one can support you properly until they know what's happening, and you'll be amazed how much it helps. You may stay with him or you may leave him, but either way, you're the hero if people know the truth. Whereas if you leave or the marriage plummets, and no one knows what he did, it only makes you look bad, and adds tons of internal pressure on yourself, as unfair as that is.
He cheated TWICE. He only told you because he was going to be found out. This is reason not to trust him, so don't feel bad for not trusting him. All of your feelings now are normal. You're still in shock, so you can't decide all of this right away, just start to gather support.
Honestly, unless you get a FANTASTIC counselor, it can really add insult to injury right now to sit and listen about how all his needs weren't being met etc. Lots of marriage counselors SUCK at marriage counseling. So get really great recommendations from people (another good reason to gather support and tell some good friends). If you are planning to stay as your goal, do find a good counselor, and if one says anything freaking stupid and charges you a butt load to listen, walk away and get a different one.
You sound like an amazing wife who wants to do the right thing, right down to protecting him from people finding out. Get ready to do battle on his level. You didn't do anything wrong. Don't make this harder on yourself. He was supposed to be your protector, but now you have to find allies in people you can really trust. You will need them. Your friends and family are where you start.
****I also STRONGLY recommend a separation. As long as everything stays "status quo" for him, he will NOT reflect properly. Also, you shouldnt' be forcing yourself to have sex with him while you feel this way. You may feel OK later. But take a break. He'll want to brush this whole thing under the rug if nothing changes, and he will start to resent you as you battle with this sadness. Kick him out. Regain yourself, absorb your shock. Your kids will be OK. Just a suggestion if you feel like it, obvioulsy don't do anything you don't want to do. Take care of yourself FIRST!