I always assumed that there was plenty of archaeological evidence. That Jesus the man was a given, that the only question related to his divinity and the religious implications of his existence. When I read the book Jesus in the House of the Pharaohs it blew my mind. Not only to learn that there was absolutely zero evidence that Jesus had ever existed, but also that Christianity might be over a thousand years older than we commonly accept today. In the book linked there, the author makes a very compelling argument that the central figure of Christianity was not a carpenter from Nazareth, but today's most famous pharaoh, Tutankhamen, or King Tut.
The book was a very interesting read, but his premise is now challenged by what may be the first physical evidence of Jesus, in the place and time we would expect...
Tomb exploration reveals first archaeological evidence of Christianity from the time of Jesus
The archaeological examination by robotic camera of an intact first century tomb in Jerusalem has revealed a set of limestone Jewish ossuaries or "bone boxes" that are engraved with a rare Greek inscription and a unique iconographic image that the scholars involved identify as distinctly Christian.
The four-line Greek inscription on one ossuary refers to God "raising up" someone and a carved image found on an adjacent ossuary shows what appears to be a large fish with a human stick figure in its mouth, interpreted by the excavation team to be an image evoking the biblical story of Jonah.
In the earliest gospel materials the "sign of Jonah," as mentioned by Jesus, has been interpreted as a symbol of his resurrection. Jonah images in later "early" Christian art, such as images found in the Roman catacombs, are the most common motif found on tombs as a symbol of Christian resurrection hope. In contrast, the story of Jonah is not depicted in any first century Jewish art and iconographic images on ossuaries are extremely rare, given the prohibition within Judaism of making images of people or animals.
The tomb in question is dated prior to 70 CE, when ossuary use in Jerusalem ceased due to the Roman destruction of the city. Accordingly, if the markings are Christian as the scholars involved believe, the engravings represent – by several centuries - the earliest archaeological record of Christians ever found. The engravings were most likely made by some of Jesus' earliest followers, within decades of his death. Together, the inscription and the Jonah image testify to early Christian faith in resurrection. The tomb record thus predates the writing of the gospels.
More at link: http://www.eurekalert.org/pub_releases/2012-02/uonc-ter022712.php
More info at: http://www.bibleinterp.com/