Since I'm an atheist with only a slight passing interest in Abrahamic religions, I'll throw in what I know.

To the best of my knowledge, what happened with Yeshu was that it got transliterated into Greek, which rendered it into something like Iesous. Romans transliterated the Greek into Latin and got something like Iesus. Jesus is just the Latin transliterated into English.

I've always liked the name Joshua, myself. If you're going to have to transliterate his name at all (and not just call him Yeshu) into English, why something as crazy-sounding as Jesus? What's wrong with Joshua? Josh Christ. Sounds good to me.