No major monotheistic religions
I was torn between this and the Central Powers winning the Great War. No monotheistic religions could have so many ramifications.
A possible POD would be with Greece finding a way to unite--perhaps after narrowly defeating the Persians, the temporary unity holds in the face of a new war soon. After several wars, the unity is a bit solider, and becomes permanent. By the time Roman legions come to call, a united Greece drives off the Romans and counter-attacks. Perhaps the Persian wars inspired the Greeks to put some of their esoteric experiments to practical use.
The Jews never have reason to revolt later on--they remain a minor religion, while Greek culture spreads.
If butterflies don't prevent his birth in the first place, Jesus is a prophet, but only has a small following. (I think that without the crucifixion, his movement may not have flourished. I'm no expert on this era, though)
Jews aren't known for seeking out converts, so there's no reason for it to become the predominant religion.
The Central Powers victory one is certainly easier to work with, or at least seems that way to me. <I've been playing with a CP victory off and on for a long time>