The first thing you should decide is what types of evidences garner what weight.
Check what evidence you have, and going through the historical method, weight each piece as appropriate.
The second thing is in deciding, of all the possible outcomes you can think of, which is the most likely, based on the weighted evidence, and
why.
The strength of your argument will depend on how well you are able to collect, categorize, and explain the existing evidence.
It's quite natural to go into something with an idea of what you want to occur, but going into it with assurance that your position is correct will cause you to mishandle the evidence and weaken the strength of your argument (because you will then attempt to argue
in spite of the evidence, rather than in accordance with it).
Tacitus, Suetonius, and Pliny the Younger each have tid bits for you to investigate.
Josephus, Lucian, gnostic texts, Celsus.
You should also look at the opposing theorem, such as Jesus Myth, and figure out where there are holes or flaws in the argument.
For instance, the general characterization of Jesus throughout the multitude of independently written works (keep in mind the synoptic gospel writers did have some collaboration) is pretty solid, which argues against Jesus being a mythological being, as each author would have to be privy to the "official" story in order to replicate the same mythology.
Likewise, historical considerations such as how many other messiahs were running around in that time make it more likely that there was some actual person on which these stories were based.
But, because it says "Holy Bible" on the front cover,skeptics and atheists sneer and mock it.
They blindly assume it to be false.
No, it just makes it circular logic and therefore not appropriate for an honest, academic exercise.
