Woodhill we can ask questions about our religion in the sense of gaining more knowledge and understanding about it, and we can ask for clarification of things we don't understand or any misconceptions we might have. But we don't question our religion in the sense of challenging it or thinking that it's wrong.
We believe that Allah knows everything and has perfect wisdom, therefore all of the Islamic laws are in our best interest. If there is a ruling that we don't understand, we can ask about the wisdom behind it. In some cases the wisdom behind a ruling is known, in some cases it is not known, because our human knowledge is imperfect while Allah knows everything. We have complete trust that Allah would never order us to do something which is bad for us.
As for men taking on a second wife being like having cake and eating it, it is not just about enjoyment. It's a big responsibility. He has to take on financial responsibility for both wives and any children they might have, and it's an obligation for him to ensure he is fair to both of them. This is probably another reason why there is less polygamy these days; it's difficult for many men to take that responsibility on.
It's normal for women to be jealous of their husband's other wives, but being in a plural marriage doesn't mean that a woman can't be cherished and loved. We see many examples of women in monogamous marriages who don't feel cherished by their husbands. It's about the attitude of the husband and his kind treatment of the wives, not about being monogamous or polygamous.
When you say you question the Bible; is that because you feel some of it has been changed by man, or because you feel it has to be interpreted differently in a modern context?