between the devil and the deep blue sea
if you are between the devil and the deep blue sea, you must choose between two equally unpleasant situations
Ex: For most people a visit to the dentist is the result of a choice between the devil and the deep blue sea - if you go you suffer, and if you don't go you suffer.
between a rock and a hard place
having only two very unpleasant choices
Ex: Schools for problem kids are between a rock and a hard place - they can be sued if children run away and get hurt, but have no power to keep the door locked.