It really is one of the best shows that almost nobody I know apart from Jen and Melissa is watching. I suppose part of the point is that it is a show about religious belief and how it affects people in positive and negative ways, and a lot of us don't want to think about that whether because it is too close to home or too alien.
I am a pretty furiously agnostic person, but I remember what it was like to be a believer, and it was not all bad. In a way, one of the reasons why I like Big Love so much is that it tests my certainties a little, because however peculiar the beliefs of the characters, they are sincerely held and a passionate source of much that is good in their lives. I don't believe in religion, particularly organized religion, as a source of grace, but it can be a source of graciousness and gracefulness, and it behoves those of us who are not believers to behave as well or better in accordance with our own values.
And I cried because I want things to work out for these characters and was caught up in their sorrows and forgiveness. That is what art does - it takes us out of ourselves and into a better world.
Which led me off for a bit to look for a good performance of Schubert's song 'To Music' but I didn't find one I liked, so you are spared that for the moment.