Amy's Choice is one of only two episodes I can think of that deals with the concept of dreams in Doctor Who (the other being Last Christmas). The episode is vitally important for Amy and Rory's story, with Amy being confronted with effectively a choice between the Doctor and Rory for who she cares about most and realising eventually after being confronted with the possibility of losing him that it's Rory she loves and wants to spend the rest of her life with. The happy ending as the two reach an understanding of what the other wants and how much they mean to each other is heartwarming and real turning point in their relationship.
There's another plot going on here though and that's the Doctor's. The antagonist of the episode is the Dream Lord - a manifestation of the Doctor's dark side and self-hatred. "Only one person in the universe hates me as much as you do" he says to effectively himself. The real reason that Rory's dream is a nightmare for the Doctor is not how boring it is but rather it confirms a thought he's already had - that his companions' ideal world, their dream, is a life without him in it.
A dark, and slightly jarring joke near the start is when the Doctor asks what they do in their normal upper-Leadworth life to stave off the..."
Amy guesses: "Boredom?"
"Self-Harm" is how the Doctor finishes the sentence.
The 11th Doctor is a Doctor who needs to be busy and shouldn't be left on his own by his own admission. When he is left on his own - The Snowmen - he stops functioning, gives everything up, withdraws into isolation, and his depression and self-loathing take over his life. The fun childish all-over-the-place Doctor we see for most of his run is an act hiding the sad old man inside. He's only half joking when he says he's looking for something to stave off self harming.
Facing his hidden self esteem issues in the form of the Dream Lord, and his companions' inevitable rejection from him, perhaps the cruellest blow comes from something that doesn't come from his own mind: Amy. Faced with Rory's death, Amy understandably takes it out on the Doctor, demanding to know if he can't save Rory then "What is the point of you?"
And the Doctor doesn't have an answer for that.
So does the Doctor get a happy ending like Amy and Rory? He defeats the Dream Lord, and he brings Amy and Rory closer together, and he gets to continue adventuring through time and space with both of them. He even admits to them both who the Dream Lord really was - himself. But then Amy asks the most important question: "but those things he said about you - you don't think any of that's true?"
It's a chance for him to admit his greatest secret, to treat Amy like the person she thinks she is - the person the Doctor tells everything to. What does he do? He does what he always does - he deflects the question and distracts Amy and Rory with their own happy ending to hide the fact that he hasn't got his and perhaps never will. He continues travelling through time and space but so does everything the Dream Lord represented, inside him.
The Doctor is a creature of pain, it's what drives him to be kind and to be a hero. But the greatest pain, the one that drives him the most, is self-inflicted. He really doesn't like himself, and Amy's Choice forces him to look in the mirror and face that, but the only happy ending it gives him is that he gets to look away from the mirror again for a bit.
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