The notion that despite all of my sins (errant behaviour and twisted mind), there is a compassionate all-powerful being that I can access through Jesus, who will help guide me to the right path, forgive me, love me, and redeem me... this notion is comforting in the sense that I feel hopeless and too far gone otherwise. And then there's Jesus, or Buddha, or Krishna, etc, there to gently put their hand on my shoulder and show me the way out of this hell. It feels like my heart is calcified, and if I ask for it, Jesus washes the calcification away as much as I will accept.  
I like to imagine that the sages and prophets are gathered just out of the corner of my eye, in the space of this precise moment, pristine and inviting me to stand next to them. And so Jesus comes and places his hand on my shoulder and says that I already know the way. And he keeps his hand there as long as I need him to. And he doesn't abandon me.  
So, that's my personal relationship to Jesus. I'm a Buddhist, I'm not "religious", and yet I find the avatar of Jesus to be most comforting, possibly because I am a westerner and have been exposed to him the most.  
Just wanted to share  
And also, this isn't weighed down with dogma for me. There's just me and Jesus. There's no thinking or postulating or believing. There's just my relationship to Jesus.