While the site probably isn't impartial (I don't know), the idea itself isn't that ridiculous. Here's the (completely impartial) straight dope on the issue of who killed Jesus:
http://www.straightdope.com/mailbag/mjesuskill.html
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Jesus looms so large in world history that it may come as a shock to realize his unimportance during his lifetime.... Tacitus and other non-Christian writers offer no evidence about Jesus, his life, or his death--only about the religion of his followers....The primary non-biblical resource concerning Israel at that time is Josephus...Another problem is that we have no originals of Josephus' work. We have copies preserved (and edited) by Christian scribes. Thus, passages in Josephus proclaiming that Jesus "was the Messiah" who "taught the truth" and was "restored to life" after his death are viewed by almost all scholars as later edits.
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I think if you were a betting man, you'd have to put the line at >10% that Jesus never existed based solely on the strange lack of evidence.