Speaking for a non-legal perspective, typically people who are tied up in an affair are living in fantasy-land to begin with. Might have a different opinion if kids are involved, but I would get a great lawyer and start the process going, he might stop the process at some point and you can also stall if need be. However, one thing you must do is go strictly no contact. If he wants to live his out his fantasy don't be there to be a second choice, backup plan, shoulder to cry on...nothing. Search the Internet for the terms "Divorce and the 180" which will give you helpful tips on how to cope and start moving your life in the direction you choose. Also, check out the sites survivinginfidelity.com, marriagebuilders.com, and enotalone.com. Many of us are (or have) been walking this road and you will find comfort knowing you are not alone.
Affairs never last and the ones that end up in marriage usually fall apart quickly anyway. But you'll be long gone by the time that happens.
Hugs and strength.