Apologists like to cite the willingness of early Christians to endure persecution as necessitating some sort of supernatural explanation for the spread of Christianity, but it seems to me that this willingness must be viewed in context. Although the persecution of early Christians was occasionally severe under the Roman Empire, it was sporadic and ad hoc. Many early Christian communities were probably undisturbed. Moreover, life for peasants and slaves within the Roman Empire was no bowl of cherries in the first place. Life expectancies were low, social mobility was unlikely, and the possibility of a brutal death was a fact of life. It is easy to see the attraction of a supportive community that taught that man could transcend a world filled with pain.
In fact, when you compare the choices available to nineteenth century Mormons with those available to first century Christians, I think that the sacrifices of the Mormons look pretty impressive. The people who followed Brigham Young out to Utah could have settled on fertile farmland in either Iowa or Illinois where the Indians had been largely subdued. Instead they chose to make a long trek to a much less promising region where the threat from hostile natives was much greater. Despite having seen their leader murdered, they chose hardship when there were many other attractive opportunities.