@Arjen,
To some extent I agree with you, Arjen.
I would add that we may simply be incapable of understanding what it means for the universe to have a beginning. Such lack of understanding does not preclude a beginning.
Personally, I don't believe the beginning constituted something coming from nothing in the way most people mean it. But, to explain what I mean, I'd have to go all religious on you. That doesn't fit this forum.
So, I'll go a different direction. Stephen Hawking has contemplated this question, and produced some very intriguing ideas. The idea of time as a fourth dimension gained respectability with Einstein. One aspect of our current universal view that came with that is Riemannian geometry. Simply put, you can think of our universe as a sphere (that's not exactly it, but it's a good analogy). So, our space has no beginning and no end, yet it is finite.
For quite awhile people have applied the same idea to time. Hawking took it one step further. He asked, what would happen if time
became space. Or, put another way, maybe in the beginning, time did not exist, only space. And then a collapse of sorts occurred that transformed one dimension of space into time.
This is discussed somewhat in a book called
The Fire in the Equations. Given that Hawking is the physicist who launched a thousand ships, people took his musings seriously - so much so that a group of physicists have now determined a mathematical possibility behind what Hawking is saying. You can find the paper (a real paper published in a respectable journal) at
Slashdot | Time Dimension To Become Space-like.
Edit: I forgot to add that the discussion doesn't end there. The counter-question to Hawkings' proposal is this: OK, so time is circular, with no beginning and no end, yet finite. But, even if a circle has no beginning and no end, something had to draw the circle.