What???
It was a brutal occupation, when one Roman procurator after another tried to install statues of emperors in the Temple, crucified rebels, robed the country blind, etc. Romans brought their laws, roads, soldiers, etc.
Judea was certainly a part of the Roman empire, but it did not originally become so through military attack. Herod I integrated Judea into the Roman empire through political means. In the aftermath of Julius Ceasar's assasination, Herod aligned Judea first with Marc Antony when he was the dominant force in the eastern portion of Roman empire, then at the critical moment he switched allegience to Octavius/Augustus. His only other choice for keeping Judea out of the Roman sphere of influence would have been some sort of alliance with Persia, but he probably made the best choice given the situation.
Herod was handsomely rewarded for his allegience to Augustus, reigning over a kingdom that included Galilee, Samaria, Judea, as well as parts of modern Jordan and Syria. Roman influence was assured by a garrison maintained in the coastal city of Ceasaria, but Herod was given a free hand to govern, unlike many other regions in the Roman empire where Augustus instituted a system of Roman governors.
After the death of Herod 'the Great', his kingdom was divided among multiple sons, and some were more successful at governing than others. The Romans eventually appointed a governor over Judea, but Herod II maintained authority over Galilee and Samaria. This was the Herod depicted in the Gospels during the time of John the Baptist and Egypt.
The influence of Herod's dynasty within the Roman Empire is illustrated by the fact that according to some accounts, Herod Agrippa (the heir of Herod II) played a role an key role in securing the ascension of Claudius to the Emperor's throne following the assasination of Caligula around 40 A.D.
The Romans understood the volatility of Jewish religious sensibilities and the more astute emporers worked fairly hard to not provoke them. One of the surviving Roman references to Governor Pilate indicates that he was reprimanded by Rome for one of the incidents that your refer to of displaying Legion banners in the Temple. This happened about A.D. 28, so it is not unreasonable to believe the Gospel account that he feared rioting would reflect poorly on him. Since the incidents took place in Jerusalem, but Jesus himself was from Galilee, it is also reasonable to believe that he would have tried to coordinate some kind of response with King Herod. The Gospels depict him as trying to finesse situation so that he wouldn't appear to be the bad guy, but doing so rather ham-handedly. This portrait of a tactless administrator who is alternately autocratic and weak-willed is fairly consistent with what Roman records remain tell of Pilate.
I fully agree with you that the Romans brought their roads, laws, and commerce with them. This resulted in substantial prosperity for the urban Jewish population who cooperated with the Romans (e.g., the Sadducees), but was resented by the rural poor Jews, resulting in many rival factions.
I think it might be more accurate to say that the Romans had a defacto veto over who held the position of High Priest, rather than that the Romans appointed the high Priest. While the Gospels refer to Caiaphus as the High Priest, they also mention another influential Priest named Annias. Annias came from a prominent Hasmonian family, and had held the High Priesthood for five or six consecutive years before Caiaphus. The Romans didn't want anyone accumulating too much authority, so they hinted that six years was long enough, resulting in the change.
I agree with you that there were many teachers/prophets leading groups of followers during this period. Jesus is certainly remembered more than any of the others.
There are a great many stories/traditions about associates of Jesus, who are only described with a few tantalizing sentences in the cannonical writings. It is intriguing to speculate on the identity of the Jesus Barabas who was released, on whether Mary Magdelene was a reformed prostitute or a prominent leader in the early church, and on whether the 'James the Just' who was thrown from the Temple Wall for heresy in the events leading up the 67 A.D. rebellion was a relative of Jesus. However, the cannonical writings and verifiable historical records don't offer enough information.
There is a little more support for the conjecture that the Disciples James and John were initially followers of John the Baptist, and therefore likely influenced by the Essene movement. There is also some evidence that the disciples Simon 'the Patriot' and Judas Iscariot may have been influenced by the Zealot movement. Some traditions hold that Judas betrayed Jesus to provoke a confrontation with the Temple authorities which would force Jesus to declare himself the Messiah and begin a violent revolution. By this tradition, Judas' failing was attempting to force God to behave in a certain way rather than accepting God's plan.
It is a fascinating period in human history. The world changed in a remarkable way around 30 A.D. Though I'd like to know all the details, for now I will have to settle for looking "through a glass darkly" and trust that all will be revealed in the fullness of time.