I'm pretty certain that Jesus did exist. Let me explain why I think this.
From various records, we know that there was a religious sect growing rapidly approximately 30 years and onwards after the reported death of Jesus. Several sources documented this, including Suetonius, Josephus, Tacitus and Pliny the Younger, etc.
What's amazing is that the people in this Christian sect, refered to by these sources, were claiming that Jesus was crucified in Jerusalem within people's lifetime!
Do you think such a sect would continue growing if someone came forward and said he'd been a temple guard or a roman soldier all through that period and had never heard of this Yeshua character?
Many claim the reference in Josephus was added later but all copies of his work in existence today, have the relevant passage including the work of Eusebius (c. 300 A.D).
However, the main point is that there is not a single piece of evidence from this period saying that there was a sect which believed in the a man that didn't even exist, comments that surely such a fast growing religion would attract if there was any doubt of his very existence!
The lack of contemporary evidence DISCLAIMING either his existence or his reported words is pretty strong evidence in itself!