Another thing bothers me. It's about Paul and the churches which already existed during his persecution of Christians. Paul had his epiphany somewhere around 35 AD, yes? (If you disagree, could you give me your best guess for a date?) So how could there be established churches if Jesus wasn't even dead yet? Especially since -- as everyone here seems to agree -- Jesus didn't make a big splash? Why would churches already be established by then if Jesus wasn't a big deal in Jerusalem?
Jesus would have died around 30 C.E. At latest, 32 C.E.
Paul began writing, from what we have, around 49 C.E.
The problem becomes trying to really place the events of Paul into a time line. Even the date of 49 C.E. for his first letter is debatable. However, based on the information we do have, it would probably be safe to place it around 36 C.E. (if I remember correctly, most scholars would place that at the latest time he could have converted. 33 C.E. being the earliest).
Now, that would give Paul around 3-6 years to persecute the Christians (and this was not a massive amount of persecuting either. Paul states in his letters that he was not even known in Judea really). The extent of his persecution is debatable, but I would suggest it was not that much.
That short time period would have allowed for some missionary work though (there were still 12 disciples according to Paul, and it would be safe to assume they still preached the message of Jesus). It would not have been a lot of members, but still enough to be persecuted.
More so, in Jerusalem, that is where the Jesus movement centered after Jesus died. As Paul informs us, James, the brother of Jesus, along with Peter and John, were running the church in Jerusalem. We find out from Josephus that James actually became respected there, at least to a point.
The fact that Paul states that the brother of Jesus was still living (he also mentions more family of Jesus) shows that Jesus had been a recent historical figure.