True, those "historical Jesus" shows just end up floundering in speculation for the better part of an hour, since we have no information on Jesus that could be properly called historical. What exactly he taught is also open to question, since we only have the word of Paul (who came to know him through mystical experience, not in person), people who came after Paul, and later the Gospels, which have already been filtered through an established tradition and retroject that tradition's principles onto Jesus himself.
That's not to say that the core of early Christian teachings didn't originate with Jesus, or that he never said any of the stuff that he's portrayed as saying in the Gospels, but it does mean we have to keep in mind our only sources are indirect and have their own agenda.
When it comes to Jesus the mythic, religious figure, we can say a great deal. When it comes to Jesus the man, we can try to make educated guesses, but we'll also have to be content with never knowing much of anything for certain.