Which god? is a common counter-apologetics argument, this applies to almost every argument for the existence of God other than those based on a specific scripture or revelation. These arguments generally attempt to show the existence of a being with some particular trait. Then they commit an equivocation fallacy wherein the being in question is labelled "God" and presumed to be an intelligent, supernatural, and usually monotheistic deity (along with possessing any other traits the apologist wants to believe in). In reality, nothing like "God" has usually been proven. At best, the argument applies to the existence of some completely unknown entity with one specific trait.
Many arguments do not demonstrate anything like a personal God at all
The fine-tuning argument could easily be used to demonstrate the existence of universe-creating extraterrestrials (who may or may not have any other traits attributed to God). Similarly, the natural law argument could be used to demonstrate that the universe was designed by a congressional committee. The first cause argument doesn't even require an intelligent cause (in fact, it might make more sense for a first cause to be unintelligent, because otherwise one could ask "Why would this thing with no cause or design behind it at all have such a complex trait as the ability to think?").
Arguments do not establish any specific religion or theology
Many arguments for the existence of God fail to distinguish between different gods. If an argument such as the Kalam Cosmological Argument fails to distinguish between the Muslim conception of Allah and the Hellenistic conception of Chaos, that should make it clear how weak the conclusion of the argument really is. Far from being an earth-shaking discovery, the argument is effectively a fancy way to say "something made all this junk", without stating what that something is or how that knowledge could possibly be useful or predictive of anything.
Not only can most of these arguments be used to support most modern religions, they also support "dead" religions, as well as many potential future religions or religions that might never even be thought up. The ancient Egyptians could not have become Christians. Similarly, we cannot be members of a religion that doesn't currently exist. That doesn't, however, prove that such a religion could not be true.
Claiming one religion is supported by these arguments while ignoring the other possible conclusions is a broken compass argument. The only reasonable, honest solution to this problem is to not accept proof of any religion unless that proof is specific to that religion's claims. This also applies to arguments such as Pascal's Wager.
Even if an argument could demonstrate a first cause or first mover, we still have not established if that entity still exists!
"This world, for aught he knows, is very faulty and imperfect, compared to a superior standard; and was only the first rude essay of some infant deity, who afterwards abandoned it, ashamed of his lame performance: it is the work only of some dependent, inferior deity; and is the object of derision to his superiors: it is the production of old age and dotage in some superannuated deity; and ever since his death, has run on at adventures, from the first impulse and active force which it received from him."
Polytheism cannot be ruled out
Let's pretend that one can prove the existence of a first cause, a designer of our universe, a designer for life, an architect of absolute morality, a god who runs the afterlife, and any number of other things. It's not clear why one should assume that these are all the same entity. In fact, polytheistic religions explicitly invoke a number of gods running different aspects of the universe. One cannot demonstrate the existence of a single monotheistic God that does all of these things without going through them individually and showing why all these different roles go together.
"A great number of men join in building a house or ship, in rearing a city, in framing a commonwealth; why may not several deities combine in contriving and framing a world? This is only so much greater similarity to human affairs. By sharing the work among several, we may so much further limit the attributes of each, and get rid of that extensive power and knowledge, which must be supposed in one deity, and which, according to you, can only serve to weaken the proof of his existence."
Infinite alternative causes
Unless the theist side can prove a certain phenomenon is uniquely linked to their god or that their god uniquely exists (as in there is absolutely no other way that another god has the powers to do it), then it's possible that nearly any other god can do it. Since there's infinite possibilities of different unknown gods with the same capabilities, there's an infinitely low possibility that their god is the cause/exists. To say otherwise would be special pleading.
Powerful but finite vs. infinitely powerful
- Main Article: How can finite phenomena prove an infinite God?
Most arguments cannot distinguish between a "very powerful but limited god" and an "infinitely powerful god". Most other attributes of God are not established except by relying on scripture.
The "which God?" argument is usually countered by claiming a certain religion is distinctive or unique. However, these distinctive details are generally irrelevant to the arguments for God's existence.
For infinite alternate causes, if the theistic side does try to uniquely link their god(s) to existence or a phenomenon, then simply point out that since there still are infinite possibilities, then there are an infinite amount of unknown gods that could have similar qualities or the same qualities but with a different identity. So the argument still stands.