I have never lost anyone close to me, so I can't relate. I'm sorry you lost your friend, but I think it is good you had him in your life for a while. Writing that letter to him was a really good idea. Maybe you could do it on a regular basis (like keep a diary with letters dedicated to him). I read a novel once where they girl lost her father and wrote letters to him after that (addressing them to him on the Road to Heaven). I don't know how you feel about Heaven, but the letter idea sounds therapeutic to me.

Have you tried therapy? Or grief support groups? I go to a depression support group, and I find that extremely helpful (much more so than therapy actually). It just helps me to talk to others who get what I am going through. Just a thought.