Well, penguin, I'm not sure what you're looking for as proof, exactly. It seems that the millions of people that seem to think he did certainly exist is not enough to convince you. This is good; who needs to be swayed by others beliefs, anyhow? However, if what you're looking for is some kind of irrefutable, material evidence of his existence, I think you might be a bit let down.
I mean, first of all, even if people CAN produce all kinds of relics from the Buddha's time and claim that so-and-so artifact was from so-and-so time in the Buddha's life, we are still incapable of being entirely sure.
Consider the scandal and confusion that Christians have had trying to unravel the life of Jesus. Firstly, you have the hoaxes...such as the book 'Holy Blood, Holy Grail'. Second, you have mysterious objects that are rumored to exist but that nobody has seen since long past ages of antiquity such as the Holy Grail. Third, you have objects that are of questionable origin such as the Shroud of Turin. It seems that there simply aren't any definite answers.
I think it is very important, in this case, to consider that there is very little we can know most definitely about someone who lived over two-thousand years ago. Although you did ask about the Buddha, I think that an example of the difficulties can be illustrated with an example from Chinese Taoism. Lao-Tzu, one of the most famous sages of Chinese antiquity, second only to Confucius, is largely considered to be a fictitious person in this modern day. Examination of the Tao Te Ching points to Lao-Tzu being a kind of collective personality of many writers that grouped their ideas under his "name". Why do we believe these things? Well, outside of the analysis that we can do of the texts for uniformity, we happen to have an interesting historical aid. Ssu Ma Chien was a historian for the Emperor of China around 100 BC. Nowadays, Ssu Ma Chien is ancient history in and of himself, but in HIS lifetime his job was to record the history of China as it stood in HIS modern day (100BC). Nowadays, Lao-Tzu is about 2400 years old. In Ssu Ma Chien's time, Lao-Tzu was only about 300 years old. Nonetheless, Ssu Ma Chien's attempts at discovering Lao-Tzu's birthplace and knowledge of where Lao-Tzu actually lived yielded no leads whatsoever. That is, a historian that lived over two-thousand years ago was totally unable to determine if Lao-Tzu was real or not, a mere three hundred years after the compilation of the book attributed to his hand. How much luck would we have determining if Lao-Tzu was real now?
Maybe this example is out of place, but I like telling the story about Ssu Ma Chien ;-) Anyhow, I believe that most of what we "know" about ancient spiritual leaders is really very little. Consider that in the span of a single lifetime, icons such as the Buddha, Jesus, Mohammed, and Lao-Tzu (if he was real) managed to amaze the world so intensely that reverberations of their life have reached around the world numerous times thousands of years after they died. People like this seem to us to be perfect candidates for historical exploration; after all, if we knew anything about anyone from those eras, wouldn't it be them? Yet, one finds that to the degree that people felt compelled to worship these men in their times, they also felt compelled to glorify them AND to "forget" about those parts of their life that didn't seamlessly fit in with their image as purportedly 'superhuman' religious icons. Consider how many people will know anything about YOU come the year 4006? Chances are, the human race will likely have forgotten you existed a long time ago. Thus, the fact that people like the Buddha and Jesus are STILL incredibly important even two-thousand years after their deaths is a testament to the staying power of a lifetime that changed the very consciousness of mankind as we know it. That's some pretty moving proof. Nonetheless, it is certainly not empirical evidence. All said and done, who can really say if the Buddha existed or not?...only people that saw him with their own eyes. Anything less can be ravaged by skeptics.