I have read that there is NO evidence that Jesus ever existed...any "historical" writings that the apologists so desperately cling to are second or third party accounts of hearsay information...well after the Christ-cult had taken root in the middle-east...
There is, however, a decided lack of documentation by contemporaneous historians...
You are correct, at least mostly. There is one historian (Roman, I think) who refers to a Jewish holy man who healed people being crucified. I can't remember the historian's name and the reference is vague...it might have been Jesus or it might have been somebody else. There was also some doubt as to the veracity of the text it was found in. That's the only contemporaneous account I've ever heard of.
The reason most historians now agree that Jesus or a figure very much like him probably existed is because of inference. Usually stories of that size and power have some basis in fact. It is the same reason that many historians believe that there was likely an Arthur figure and a Merlin figure, a king who unified many tribes in ancient Britain (or possibly Germany) and a powerful Druid priest (likely in Wales), although few believe they would have existed at the same time.
Something interesting about the historical Jesus is that the Jews required their holy men to marry, so if Jesus did exist he was almost certainly married. Since the Bible makes reference to him kissing Mary Magadalene on the mouth, an act that could have gotten a single woman stoned, it would follow that she was likely his wife.
I wonder if she took marijuana for her menstrual cramps?