Assuming that you meant for the sun literally to suddenly cease to exist, I'm afraid your a bit out of luck. Astronomers wouldn't actually be able to see the sun had dissipated until everyone else had because they are viewing the sun at the speed of light. Also we wouldn't freeze as the atmosphere would keep in the heat and the earth's internal heat would keep us barely habotable. Those that weren't killed in the mass hysteria would likely starve before they froze to death as all plants would die without sunlight for photosynthesis and this would propagate up the food chain.
Michael from Vsauce describes this way better than I do so I've included the video url below.
http://youtu.be/rltpH6ck2Kc?t=1m1s
