What should be our next step after being diagnosed with metastatic melanoma?

Find an expert. The first step should be for you to find someone who treats patients with metastatic melanoma every day. You want somebody who understands and is comfortable with using the newest drugs but moreover is nuanced in the difficult decisions that will come up about the drugs and when to start/stop/switch therapies, including experimental drugs in clinical trials.
Find a drug trial. No one likes to receive this sort of news, as there is no established treatment for melanoma after it has metastasized. But that does not mean that there is no hope: experts throughout the country are running drug trials, testing promising new treatments. Call academic medical centers in your area (or look at their web sites) and ask about melanoma clinical trials.