We can't be absolutely sure about the existence of a lot of people in antiquity. Records are often spotty (even in sophisticated bureaucracies like the Roman Empire), contemporary accounts limited, and we sure as heck don't have photographs or substantial forensic evidence. Think about how hard it is today on occasions to verify someone's identity, and how easy it is to steal one!
Nonetheless, I think that Yeshua ben Joseph almost undoubtedly existed. While there are definitely doctrinal differences between the Gospel, you see a clear ideology forming. I find it hard to believe that this clear ideology wouldn't have emerged from a single thinker.
Christianity is such a sharp break from Judiasm, in particular, that I happen to believe it's quite likely that Jesus was influenced by Buddhism directly or indirectly. It's nowhere near a certain fact, but there's a lot of remarkable parallels in both ideology and mythology.
If the actual man did not exist and there was no prominent execution by crucifixion (which was reserved by and large for enemies of the state), I think that contemporaries from Jews to Romans would have called the Christians out for this. It is conceptually possible that Jesus was a folk hero or folk prophet like a John Henry, a Paul Bunyan or a Krishna. But there seems to be too much consistency in the accounts of the person being described in the Gospels. This is a historical judgment call when one is reading a text, but it seems that the inconsistencies in the Gospels are more the kind of myths that emerge when people tell stories about a real person.
My view of the matter is that Jesus was a compassionate, moralistic practitioner, steeped in the Kabbalah and possibly Buddhism, who echoed Diogenes and Socrates. He was confrontational and deliberately eccentric to try to get people to focus more on content of deed and heart than on strict compliance with the law. He was clearly an informed rabbi, but he routinely makes arguments that are extreme interpretations to advance his specific concepts. I believe his ideas were very rapidly distorted, as leaders' ideas often are. For example: I highly doubt that Jesus truly believed he was the son of God any more than any other person, or that he was sent to Earth to cleanse sins. Compare this, again, to the Buddha, who was pretty clear that he was not in any way divine and yet is often worshiped by folk Buddhists anyways.