There's no direct historical data on the guy. He left no writings behind, nor did anyone who met him in person. That means as a historical figure he's problematic at best and may not actually qualify in the academic sense of the word. Even the bit from Tacitus quoted earlier isn't actually evidence of Jesus the man, but rather evidence of the existence of a narrative tradition about Jesus that Tacitus encountered nearly a century later and is simply repeating to the best of his understanding. In short, there is no documentary evidence for Jesus in the proper sense of the term. Those who claim that there is are stretching the definition of "documentary evidence" to the breaking point.
On the other hand, there is fair reason to believe that the mythic Jesus we have access to is based on a guy who actually lived around that time, gathered a following, and was killed by the Roman government for sedition--possibly because he was regarded by his followers as the Messiah, which in Jewish parlance was tantamount to claiming legitimate kingship over the country of Judea, which the Romans had given to Herod Agrippa to govern for them. For that tradition, see the royal title "Son of God," as well as the lengths to which the Gospel authors go to frame Jesus in terms of the rightful king of the Jews.
But the royal treatment is also subverted in the narrative tradition, since he didn't live to become king in fact and instead died young and rather ignominiously. So the Gospels and the early writers like Paul are very eager to explain that in such a way that it's not a failure but rather an expression of his true purpose, which was not to be an earthly king but something else entirely. That fact has led many people, me included, to conclude that that one aspect of his biography--i.e. his death--is genuine, since it's something early Christians felt the pressing need to explain, which means it's not how they would have wanted the story to go if they had had their choice.
There's also the fact that Paul claims to have met Peter and James, Jesus's brother. If that's true, then we have the writings of someone who met someone who knew Jesus. On the other hand, by the time the Gospels are being written a few decades later, the authors are going without basic biographical details, such as in what year he was born, what his family history was, or when exactly he did what during his life. So they fill in the gaps with stuff they think is appropriate, in the accepted manner of the ancient biographer. And their answers vary quite a bit.
Lastly, it's reasonable to imagine that there's a core of teachings that actually came from Jesus himself. Now, the teachings presented in the Gospels have been doctored and added to (sometimes even down the road, as variant Gospel manuscripts indicate), but there are certain common threads that can be seen running through early Christian thought, despite evidence that even then there were sectarian disputes. And while some of those teachings seem to have been common to mystical Judaism of the period, others may be original to Jesus, or at least stuff that he actually taught.
It would be folly to say that the Jesus of the Gospels is the same guy who lived at that time etc., but a the same time there's a point at which it's actually more plausible that there was a guy who was the basis for the version we have, rather than his being a total fabrication from the ground up.
