Ironic you post this, as I had one lastnight. Though usually, unless it's time to get up, I try to fall back asleep asap and hope I dream about something else. So I'll either forget the bad dream, and/or be too focused on the other dream to care.
Queston: Have you ever had a dream and had it again but on purpose? I know i did, I was trying to save stitch from lava and failed, so i tried to have the same dream, i did it but i failed to save him again. anger
If by "burst with energy" you mean "struggle with flight reflexes", then yes! Still, I voted for the last option, because more often than not I wait until I'm sure I won't fall back into the dream again before I go back to sleep.