Pliny's Letter to Trajan:

It is my practice, my lord, to refer to you all matters concerning which I am in doubt. For who can better give guidance to my hesitation or inform my ignorance? I have never participated in trials of Christians. I therefore do not know what offenses it is the practice to punish or investigate, and to what extent. And I have been not a little hesitant as to whether there should be any distinction on account of age or no difference between the very young and the more mature; whether pardon is to be granted for repentance, or, if a man has once been a Christian, it does him no good to have ceased to be one; whether the name itself, even without offenses, or only the offenses associated with the name are to be punished.

Meanwhile, in the case of those who were denounced to me as Christians, I have observed the following procedure: I interrogated these as to whether they were Christians; those who confessed I interrogated a second and a third time, threatening them with punishment; those who persisted I ordered executed. For I had no doubt that, whatever the nature of their creed, stubbornness and inflexible obstinacy surely deserve to be punished. There were others possessed of the same folly; but because they were Roman citizens, I signed an order for them to be transferred to Rome.

Soon accusations spread, as usually happens, because of the proceedings going on, and several incidents occurred. An anonymous document was published containing the names of many persons. Those who denied that they were or had been Christians, when they invoked the gods in words dictated by me, offered prayer with incense and wine to your image, which I had ordered to be brought for this purpose together with statues of the gods, and moreover cursed Christ--none of which those who are really Christians, it is said, can be forced to do--these I thought should be discharged. Others named by the informer declared that they were Christians, but then denied it, asserting that they had been but had ceased to be, some three years before, others many years, some as much as twenty-five years. They all worshipped your image and the statues of the gods, and cursed Christ.

They asserted, however, that the sum and substance of their fault or error had been that they were accustomed to meet on a fixed day before dawn and sing responsively a hymn to Christ as to a god, and to bind themselves by oath, not to some crime, but not to commit fraud, theft, or adultery, not falsify their trust, nor to refuse to return a trust when called upon to do so. When this was over, it was their custom to depart and to assemble again to partake of food--but ordinary and innocent food. Even this, they affirmed, they had ceased to do after my edict by which, in accordance with your instructions, I had forbidden political associations. Accordingly, I judged it all the more necessary to find out what the truth was by torturing two female slaves who were called deaconesses. But I discovered nothing else but depraved, excessive superstition.

I therefore postponed the investigation and hastened to consult you. For the matter seemed to me to warrant consulting you, especially because of the number involved. [b]For many persons of every age, every rank, and also of both sexes are and will be endangered. For the contagion of this superstition has spread not only to the cities but also to the villages and farms. But it seems possible to check and cure it. It is certainly quite clear that the temples, which had been almost deserted, have begun to be frequented, that the established religious rites, long neglected, are being resumed, and that from everywhere sacrificial animals are coming, for which until now very few purchasers could be found. [/b]Hence it is easy to imagine what a multitude of people can be reformed if an opportunity for repentance is afforded.

I wonder to what extent the persecutions of early christians was motivated by economics.  If the advance of christianity spelled the demise of the temples hence no expensive rituals offerings and sacrifices then how were the pagan priests to make a living.  They wouldn't have been happy and I can imagine that they would have sought the destruction of christianity.  

BTW Pliny is one of the earliest non christians to mention christianity and Christ.  He is often quoted as proof of the historicity of Christ.