You call the person who recruited you personally on the telephone, don't email as a first step because that is cowardly and rude. You say to them "I'm feeling uncomfortable about this but I'm sorry I have been offered and accepted a role which pays more and is at a company that I feel is a better fit to what I am looking for. Apologies for doing this after I have already accepted a role with you. I know it is bad form."
No, you should not expect that company or recruiter to ever do business with you again, why would they? But that's the price you pay for continuing to interview for jobs after you have accepted one. You have behaved unprofessionally and were disrespectful of the time, money and resource that it took to get you recruited into the first job. But that's okay, it's not a huge sin, lots of people do it unfortunately and really you must look after your interests primarily. Sh*t happens and people sometimes find better jobs, probably because they really wanted a job and made the mistake of accepting something that they really were not so enthused about.