While I have only been able to escape to attend three Al-Anon meetings, I remember the experience of attending with longing. (It has been forever, but I am hoping to sneak out tonight to attend another one.) Don't be afraid to attend several different Al-Anon groups before choosing which one/ones to continue attending - each group is different, and you will feel more comfortable with some than with others.
I remember sitting in my second Al-Anon meeting, finally pouring my heart out to people who could understand what I was talking about, when suddenly every single person in the room grinned and started laughing. At first I was upset - were they laughing at me? - until I realized that I was finally comfortable enough talking to real human beings again that I had actually told a joke.
At Al-Anon you will find a very accepting, non-judgmental group of people who have been through similar experiences, and by listening to them and sharing your own stories you can gain a better appreciation of your situation, which parts are within your control, and which parts are outside your control. There are some women who are still going to Al-Anon after their "qualifier" has moved on - due to divorce or separation or death. You may not have constant interaction with your ex-fiance anymore, but he has certainly left his mark upon your life, and just because he's not there anymore doesn't mean that you're no longer eligible to seek help for yourself.
Just remember - Al-Anon is about helping YOU. It's not about helping the alcoholic or his family or winning anyone back. It's about picking up your own pieces and putting your own life back on track, surrounded by other people who are striving towards the same goal. You are only responsible for yourself, and your own actions, and Al-Anon will help you realize that, and keep reminding you when you forget. It's about learning from your mistakes, even the kind that you'll keep making, and understanding and accepting that other people's mistakes are NOT your fault.