dilemma

• Between the devil and the deep blue sea

  To be in a difficult predicament where one must choose between two equally undesirable options.

• Out of the frying pan into the fire

  To escape a bad or difficult situation only to find oneself in an even worse one.

• You can't have your cake and eat it too

  You cannot enjoy the benefits of two desirable, yet mutually exclusive, options at the same time.