I don't know if there's one good answer, because every situation (and friendship) is different, but in the cases where I lost someone suddenly, I focused on spending time with shared love ones (we had a couple of what were essentially Irish wakes), and spending focusing on the memories. In one case, we planted a rosebush in our garden because it shares a name with a lost friend.

When my wife lost her best friend, she eventually got into the habit of writing her a note every Sunday evening in her journal, and it's worked well for her.

In cases where you know it's coming, at risk of going full cliche, embrace the time you can spend together, and make sure they know how much you care.