The Philosopher's God

So as some of you may know I've been enjoying Gods as a core for general education credit at Rhode Island College. (I use the term enjoying loosely, loose like my friend's vagina haha.) The class it self is very interesting but I just can't help but be pestered. I get far too many questions and absolutely no answers.
For instance, we've been talking about the philosopher's and their arguments supporting the existence of god. (I don't capitalize that word. god's an idea, not a proper noun.) Anyway Kant, Anselm, and Thomas have all thought long and hard and Its kind of annoying. I hate it. They have come up with god being a the "uncaused first cause", which basically means the world was created using cause and effect (god created the world and thus the world has evolved as an effect.) And everything goes back to that. However when asked about the big bang believers of this philosophy say well if the universe was caused by the big bang, what caused the big bang, why can't the big bang be the uncaused first cause? why is it an imaginary figure had to create the world. It is just annoying. I cannot for the life of me figure out religion, I understand the need to believe in something, as I've been racking my brain trying to figure out life and spirituality. It is so depressing to think that life has no purpose, the idea, that the death of yourself or a loved one leaves you just there, in the ground no spirit or soul or anything, is just horrible. The idea that space and the universe go on forever and there is no end, and only us, is depressing, the idea that if you don't follow 10 very broad rules set by some whack job on a mountain top will sentence you for a damnation for ever. Not cool, I piss on one of these rules, for maybe 20 minutes, and eternity for me? screwy I hate it. I don't get it, Its one sided and stupid. It makes me crazy.
Blahhhh