"We'd been working really fast, and we were still finishing the album and it was almost time to shoot the video, and I didn't have an idea, which is weird for me, I usually have a big vision right away," Lee laughed. "But the song is really different for us, so I knew that I didn't want to go the classic, sort of fantastic, epic [thing]. I mean it's still epic, but we didn't want to go the classic route — I wanted to do something different."
Lee actually invited her sister, Carrie, to the recording studio for a few fresh ideas. "She's a writer, so I was like, 'Would you just sit here with me and listen to the song a couple times and just tell me what you see?' " Lee recalled. "She just started saying things that were right on. She was like, 'This should be in New York. You guys need to do something different, this song feels different.' And she started talking about running across the Brooklyn Bridge, and it being where I live, and I was like, 'Oh my God, this is great.'

While you can credit Carrie with the basic concept behind "What You Want" — a video that retells Evanescence's history, from their early days grinding it out in sweaty clubs throughout the South to their recent hiatus, when Lee moved to New York City — the climactic scene, in which the band wades into the surf at New York's Coney Island, was very much Amy's idea. And, yes, there's a deeper meaning to it.
"That was my real part, I kind of came up with the ending; I feel like it's a representation of us coming back to the world," she said. "We have a pretty large international fanbase, so I always think about us going on tour, and so much of touring for us is going overseas. But it's a little more than that; it's us heading into the unknown, coming into a new world, coming back after a long time; you've seen the past in the rest of the video, and that's the unknown future."

Of course, getting her bandmates onboard with that vision — and the early-morning swim it required — proved to be a bit more difficult than Lee had originally anticipated. But, as is the case with everything Evancescence these days, eventually, they all agreed to take the plunge together; some, less willingly than others.
"Yeah, [guitarist] Terry [Balsamo] especially did not want to get in the water," Lee laughed. "It was a little cold. I loved it though. I think the guys did, too."

Source: mtv.com