Donkeys years ago I read a story about the last man on Earth.  He
thinks how great it is, then he has toothache and there is no dentist.
 He has to impregnate a lot of women, but he realises they hate him. 
I'm sure there is a lot more to it than this, I think each chapter was
a different story but they were all connected somehow.  Did I dream
this or is it a real book?

I am confident that you're remembering a clever tale called
"5,271,009" by Alfred Bester. It contains exactly the plot details
that you've described.

Here are some online references:

"Alfred Bester wrote a brilliant little story titled '5,271,009'
(1954), where a mental patient is cured from his regression through
shock therapy: he acts out every clichèd SF wish-fulfilment scenario
you can think of...

...and every one of them goes sour. 

*When he's the Last Man On Earth with the Last Woman, he has a
head-splitting toothache... and not a dentist in sight.

*When he's gone back to childhood with a child's body but his adult
mind and memories intact, he expects to dazzle everyone with his
intellect ('Bow to me, I'm a Child Genius!') ... instead he's beaten
up by the schoolyard bully and vilified by his teachers.

*When he knows the Great Secret that will Save Mankind, it turns out
everyone can figure it out without his help.

*When he's the Last Fertile Man on Earth, he gets bored with the
endless repetitive line-up of bedfellows... and women hate his guts,
too."

Nightshade Books
http://www.nightshadebooks.com/discus/messages/378/1713.html?1114197712

" '5,271,009,' in which a character is placed within various
science-fictional wish-fulfillment scenarios, and discovers the flaw
in each (the Last Man on Earth, and no dentists...) "

Answers.com: Alfred Bester
http://www.answers.com/topic/alfred-bester

Here's a list of anthologies in which "5,271,009" has been reprinted:

"5,271,009, (nv) F&SF Mar '54 
Assignment in Tomorrow, ed. Frederik Pohl, Hanover House, 1954 
Twenty Years of Fantasy & Science Fiction, ed. Edward L. Ferman &
Robert P. Mills, G.P. Putnam's, 1970
Alpha 4, ed. Robert Silverberg, Ballantine, 1973 
Modern Science Fiction, ed. Norman Spinrad, Anchor Press, 1974 
Starlight, Nelson Doubleday, 1976 
The Light Fantastic, Berkley/Putnam, 1976 
Science Fiction of the 50's, ed. Martin H. Greenberg & Joseph D.
Olander, Avon, 1979"

Index to Science Fiction Anthologies and Collections
http://contento.best.vwh.net/s23.html

If you'd like to purchase one of these anthologies from a used book
dealer online, these links should be helpful (the search may take a
few moments to complete):

AddALL Rare, Used and Out of Print Book Search: Alpha 4
http://used.addall.com/SuperRare/RefineRare.fcgi?id=050902120712552804 

AddALL Rare, Used and Out of Print Book Search: The Light Fantastic
http://used.addall.com/SuperRare/RefineRare.fcgi?id=050902120815176095 

AddALL Rare, Used and Out of Print Book Search: Starlight
http://used.addall.com/SuperRare/RefineRare.fcgi?id=050902120953435436 

My Google search strategy:

Google Web Search: "alfred bester" "last man on earth" dentist
://www.google.com/search?hl=en&q=%22alfred+bester%22+%22last+man+on+earth%22+dentist

I hope this helps! If this is not the correct title, or if a link does
not function, please request clarification; I'll be glad to offer
further assistance before you rate my answer.

Best regards,
pinkfreud

Excellent!  This has been bugging me for years and you've found the
answer in a matter of hours!  And you've provided far more information
than I was expecting.

Thank you very much for the five stars and the nice tip!

~pinkfreud