The 'church' was set up by Paul (for the most part) not Jesus. Many of the "Christians" that I know cannot even tell you what commandments Jesus gave, let alone his basic teachings. For reference, I was raised in a Southern Baptist setting with my father studying for the ministry before he suddenly passed at an early age. I have had extensive exposure to mainstream Christian teachings.
The church wasn't really set up by Paul. Paul was just one cog in a much larger system. Paul himself was overseen by the Jerusalem Council, who he submitted himself to and worked on the behalf of, even if grudgingly.
The "church," or what became the church was already present before Paul. It was what he was persecuting after all, and what he later joins by his own admission. Paul also tells us that there were different manners in which the church was being spread. He was just one missionary to the Gentiles, while there were also those who went to the Jews. There were also many others who went to the Gentiles, and we know that because Paul lists a few, and even mentions infighting between themselves.
Paul was a Jew though, and the movement he was in, while it allowed for Gentiles to enter into it, was still Jewish. The church itself wouldn't really get its foundation until after the Temple was destroyed, and the two remaining sects of Judaism, that which would become Rabbinical Judaism, and that which would become Christianity, split.
I think you've missed the point. It's how others have interpreted Paul's letters that created the 'baggage' in my opinion. Jesus purposely (IMHO) did not set up a physical church simply because what he taught was on a personal, one to one, basis. Those throughout history who believe that they had "the Answer" were responsible for the form becoming more important than the function in Christianity. Paul's letter lent themselves to selective interpretation that was very useful for manipulating and controlling the masses (no pun intended).
I agree that how others have interpreted Paul has created a great amount of baggage. Particularly how St. Augustine, and later Martin Luther interpreted him. Those two figures, more than possibly anyone else, took Paul away from his Jewish roots, and placed him into Christianity. They interpreted Paul through their own lives, and that has caused some major problems.
Jesus didn't create a physical church because the idea was still quite foreign. The Temple was the place of worship. While there were some synagogues around, they were more gathering places, not churches in the modern day sense. This was also true for Paul, who set up congregations (which really resembled Jewish synagogues, as in, gathering places), but the Temple still played an important part.
The main problem was that there were also thoughts that the Temple complex was corrupt, so Jesus, and his later apostles and missionaries went to a more rural way of thinking, which was already present within Judaism. Still not churches in the modern day sense though.
