I've dreamt about Purgatory once... for me it was strangely a quite funny and entertaining dream though... wierd. I suppose it's because you couldn't die there so I was doing impossible things like jumping and impaling myself on a hot stalagmite then getting up and laughing about it
I got on the good side with the taskmaster demons there too, mainly because this guy was walking too slow in front of me and I was saving the devils the trouble of whipping by kicking him in the back :B
I suppose if you enjoy it it's not really purgatory, essentially.