Theists are not satisfied with the Big Bang because it seems to have an unknown cause. However, the assumption that everything must have a cause is itself paradoxical. Like someone pointed out, if everything needs a cause, then so too does God. Theists get around this point by defining God to be timeless, or beyond time. But this same argument can easily be made for the universe. Why is it that the big bang require a cause at all? If theists are going to define God as the prime mover, then it is my perogative to define the big bang singularity as just that.
Moreover, it can be argued that the big bang could not have had a cause, or that nothing could have preceded it. If we view causality as a temporal phenomenon, then the big bang singularity is a limit as space time goes to zero. At the singularity itself, there exists neither space nor time. Therefore, without spacetime, causality ceases to exist. We can then state that there can be no cause of the big bang as time itself did not exist.
This seems hard to grasp, but think of it in these terms. What is north of the north pole? Nothing, but this doesn't create any unresolvable paradoxes. We can think of the universe in the same way. Time, as we feel it, runs North to South - from the Past to the Future. The Big bang singularity corresponds to the North pole. Now, we know that asking a question such as what happened before the big bang is simply non-sensical - it is like asking what is north of the north pole. So if time itself is only defined up to the big bang singularity, and causality is really a function of time - or is at least dependent on time existing, then we achieve a similar answer: causality is only defined up to the big bang.