Hiya,
I was in the same situation as you but on the receiving end. My H2B broke up with me for all the reasons you listed (except the cheating one). I have my own opinions on your cheating but that really isn't the issue here, its the fact that you don't love him anymore. You only have 2 choices now:
1. Stay with him, go to counselling and see if it all works out. For this to work you must still want to marry him, which I don't think you do.
2. Break up with him now and fully. Giving him hope will just prolong the torture for him. Trust me its better you do it now than hang on. Be as nice as you possibly can to each other through out the break up. I did this with my ex and it worked well to ease some of the pain. You'll have to move out of the house straight away and give him space and time to grieve. My ex moved out instantly and still paid the rent for 4 months cause he didn't want to make me homeless as well as heartbroken.
The only fair thing to do now is break up. No point wasting anymore of your H2B's life being with you if there is no future in it for him. If you love him as a friend then the kindest thing to do now would be to end it now.
Poor you. I do feel sorry for you. Cause its never easy doing the breaking up either. You'll end up being seen as the villian while your H2B will get tonnes of sympathy. And you'll be heartbroken too losing your best friend. Just be strong and do what you have to do.
Take care and PM me anytime if you want to know how it is from your H2Bs end.