Google it many people believe at the end it was just all a dream it came to a mind blown for me and a friend that's why he said "And i wont feel a thing" Because none of that happened and they're are thinking of making a new one.
There's also a plot bunny that Tony Stark gave Penny an arc reactor (cause the wound was in her chest) and she grew up to be a lesbian and changed her name to Charlie Bradbury. I think that that one's my favorite.
So it's a theory... . I think the "I won't feel a thing" part is because his love interest is dead and there's nothing left for him in the world. Hence the motivator. There are also theories that say that Penny isn't dead. I'd be more inclined to think that, to be honest. And it leads to a sequel perfectly. I'll be pissed if it is a dream.
Oh my god I cried for almost 20 minutes after the "I don't want to go" scene but this scene (and the whole movie) resonated with me so much I got a Dr. Horrible tattoo! This last scene broke me. Joss has always been able to build up the viewer and makes them happy and safe and the destroy their world in a way that you are effected for a long time after but you still love him and continue to watch his work lol.