:I agree because most of the times I have seen this the argument is a clear strawman. The three figures I have seen presented most often are Alexander the Great, Socrates, and Augustus Caesar.   
 In contrast with Jesus all three of these people had known contemporaries (ie non-anonymous sources produced during their lifetimes) write about them.   
 :Socrates has Plato, Xenophon, and Aristophanes and while the works of Ptolemy, Nearchus, Aristobulus, and Onesicritus have not survived some of the the coins, mosaics, and statues made during Alexander the Great's lifetime have survived.  The comparison with Augustus Caesar is even more insane as not only do you have the Roman Senate but writings from him neither of which exist for Jesus.