Several hundred people gathered at a Perth local girls' school, Penrhos College, for a memorial that mixed personal tributes, modern rock and traditional Aboriginal music.
Williams, who became romantically involved with Ledger while filming the gay romance "Brokeback Mountain," arrived at the service with Ledger's parents in a six-car motorcade. Wearing black sunglasses and a white dress with black trim, she clutched the arm of Ledger's older sister Kate.
The 75-minute service kicked off with the performance of a didgeridoo, a traditional Aboriginal wind instrument, performer Levi Islam said. Rock songs were also played -- Bob Dylan's "The Times They Are A-Changin," the Beatles' "Here Comes the Sun," "Wish You Were Here" by Pink Floyd and Neil Young's "Old Man," according to a program of the service.
Organizers also showed footage from Ledger's films and of 2-year-old Matilda -- his daughter with Williams.
The event also drew members of the Australian entertainment industry, where Ledger got his start. Barbara Scott, a state lawmaker who attended the service, said many attendees were emotional.
Fellow Australian-turned-Hollywood star Cate Blanchett, who starred with Ledger in the Bob Dylan biopic, "I'm Not There," recalled their time spent together in New York and Los Angeles, Scott said.
Other speakers included his parents, sister and Neil Armfield, who directed Ledger in his last Australian film, "Candy," released in 2006.
Ledger's father Kim said the service would be followed by a private funeral in Perth. He appealed for privacy and did not disclose the time or location.
"It's a pretty sad time. We're finding it difficult to cope by ourselves, let alone cope with everybody around the world," he said.
"Having said that, we do really appreciate the outpouring and the emotional support from all over the globe," he added.
Saturday's events ended with a wake at a colonial-style waterfront restaurant at scenic Cottesloe Beach that overlooks the Indian Ocean, one of the actor's favorite spots in this small and remote city on the verge of the Outback in Australia's southwest.
Nine Network national television showed Williams and other mourners taking a dip in the waters, some still dressed, including the actress. The group later stood on the sand cheering and applauding as they watched the sun set into the ocean.
Ledger was one of the biggest stars Perth has produced. Locals mourned his early death and scoffed at speculation of illegal drug use before the New York City medical examiner said Wednesday Ledger died from the effects of taking six types of painkillers and sedatives.
Scott called Ledger a "wonderful west Australian, an outstanding guy with great talent."
