The mentions of Jesus in the Qu'ran and the Talmud are not historical sources, they are post-Christian references - in other words they mention Jesus because Christianity exists and has an influence.
The Jesus reference in Josephus is clearly an interpolation. However there is a reference in Tacitus which is fairly sound. (Suetonious's "Chrestus" refers to a period 20 years after Jesus, so it's not him but more likely a slave - Chrestus was not an uncommon name for slaves apparently). Arguments that claim there never was a Jesus, simply because we have no exactly contemporary records of him, I find to be specious. It is far less likely for the early Christians to have created a person out of whole cloth just for the purpose of acting as a figurehead to their movement than it is that there was a genuine charismatic leader who attracted many followers. The Gospels of Mark and Matthew were written at a time when people were alive who would remember Jesus's lifetime and consequently whether there was such a leader or not. It's as if the historians of the year 5000 claimed that Hitler never existed, since all the accounts of his life that remain (the war movies, lets say) weren't made until after he was supposed to have died.