I always wondered this, as the only "proof" that I could find of Jesus ever existing came from the Bible, which has mistakes abound in it. I found a page with lots of proof that Jesus did not in fact exist (or rather shows the lack of proof that he ever existed), and I was wondering if anyone could make a counter argument (or link to one) so I have both sides of the story. This page is a very long read, but also very worth it when trying to shed light on the actual history of the Bible.
http://www.nobeliefs.com/exist.htm