Personally, while atheist, I believe there likely was a Jesus of Nazareth. I just reason that if they were going to invent someone out of whole cloth they would have made up someone more interesting than a carpenter from Nazareth. It's kind of the coolest part of Jesus to me, how ordinary and humble his beginnings are.
Josephus is the only one I've heard put forth (and I am aware that many believe the one mention of Jesus by Josephus was a more recent edit).
It wasn't clear to me that it was an open and shut case that there was a man from Nazareth named Jesus.