I cannot more highly commend to you the work of John Dickson. A pastor and evangelist, Dr. Dickson is also a scholar of ancient history. He is also one of my favorite preachers. Simply put, if you see his name on it, get it.
One of his most recent project is a documentary on the life of Jesus which aired on Australian television. It is outstanding. Get it. Watch it as a family. Watch it in your small group or Sunday school class.
Life of Jesus (DVD)
Life of Jesus (book/study guide)