The recent trend in historical Jesus studies is to look at the Jewish background of early Christianity. That is very important but it should not be done to the neglect of Greco-Roman world.
One of the best books that I have come across in this area is The Religious Context of Early Christianity by Hans-Josef Klauk. This book gives a helpful survey of the Greco-Roman religious and philosophical world, especially as it overlaps with early Christianity.
Klauk does not argue for a version of the Jesus Myth, although he sees some parallels and even potential areas of interest.
One of the ways in which this book distinguishes itself from the JMT is that Klauk is very careful with his timelines. He respects historical contexts and avoids claiming later ideas as inspirations for earlier ideas.
One of the things I really like is that Klauk provides all of the necessary background, including references to the primary texts. This book will point in you in the right direction for any further study.
Klauck includes sections on mystery religions and Gnosticism, which are often used by mythicists.
I would say this is a book essential for anyone interested in the JMT.
