There is a philosophical problem to your question: what consists of "better"?
But let us just pretend a "classical" understanding of "better" and take a look at a few things.
Yep, the Romans brought plumbing to many people. They also brought heating to big stone houses (type "mansion" if you will). Well, the wooden houses of the "natives" didn't need no heating. But you had to go into the forest to take a dump.
Better mills. But also lots of troops who demanded grain-based rations instead of the more meat based diet of most "natives".
Well? Things just changed, for better or worse is truly in the eye of the beholder.
Political stability. This is the biggie. This is what makes me answer your question with "yes".
Because of this, military service became a profession and you didn't have to do it. This is a huge thing in my eyes. Think about the alternative: every few years your tribe has to defend itself against another tribe for some petty reason. You were caught in this and had to fight. Many lost their lives for virtually nothing.
Inside the empire you could have a civilian trade and be virtually untouched of the fighting. Much like us today. Pretty neat, if you ask me.
Political stability also meant developing markets. For instance in Italy itself the economy developed towards a slave-labour based great plantations. This was only possible because for centuries there was no fighting and the empire and the city were growing and so on.
For example, Lisbon was exporting "cans" of fish soup via ship throuout the empire. So there were people in Olisipio, who had a good income cooking fish soup all day.
Somebody has to keep the pirates at bay for this to work and be economically viable. Other political powers before the Romans may have done a good job here, but the Romans sure a whack did.
This means more economy, different types of economies, because more endevaours became viable.
Also the Romans introduced whole new industries to the provinces: education by Greek teachers. The theater with a big entertainment industry (actors, gladiators, merchandising etc).
In other words: the employment possibilities were good. Much better than in some Celtic town or Germanic cottage. If you ask me.
But again, what is "better"?
Maybe you can get better answers, if you give more specifics as to what in your mind is "better".
I say "yes" not mainly because you could finally take a bath (specially in Jerusalem and other middle eastern cities you could even before the Romans came), but your career chances improved and you hadn't have to go to 'nam. So to speak.
EDIT:
This is always a bit hard for me, because I am German, so almost everything I read is out of some obscure German pocket books.
Also I am not a professional historian, so most of my readings consists of writings of (contemporanean) historians and not so much of the sources themselves.
Though, I'll do my best and will add some of my sourcery to this post in the next few hours.
"The Roman Empire" by Colin Wells is a classic. He provides a good general overview. Regarding our topic at hand, he refers to the careers of Gaius Caecilius Isidorus and Gnaeus Cornelius Lentulus who became what we today would call slef-made millionaires. His sources are "Plinius, Naturalis historia 33, 135") and "Sueton, Tiberius49;Seneca, De beneficiis 2,27" respectively. But he has more to offer in his book.
Regarding the heating of Roman era "mansions" I would suggest to take a look at Britain. There exist a large body of work for the late Roman period, specially to exermine the changes in the living conditions during the transition to Anglosaxon period. I do not have access to any english book on this, but here is a Wikipedia link to a source for heating in Roman housing in the provinces.
Here is the Wiki link to the fish sauce of OlisipoLisbon. Everybody who knows the present city shouldn't be too surprised of this, btw. Again on the Wiki we can read that transportation costs on sea was 60 times lower than on land. We can only speculate how this impacted the soup industry in Olisipo, my thinking is that, if we factor reliability into the price, it must have had a positive impact on the size of the industry and also helped for long-term planning.
If anyone would like to address specific points mentioned in Life of Brian, they are:
The BBC did a documentary series back in 2000 titled What the Romans Did for us in specific reference to the mentioned monty python quote. The series dealt with the effects of the Roman occupation in Britain. It's a slightly simplistic 'layman' documentary (unsure of how much of a history buff you may be) but may be of interest nonetheless.
This is actually something of an implicit debate in the literature now, although very few scholars are willing to commit to such a term as "better" or "worse". The best attempt at coming up with an objective and empirical answer to the question that I know of is Walter Scheidel's synthesis of osteological data, which he says points towards decreased standards of living largely due to overpopulation and general Malthusian concerns. Even he admits however that the paper is highly incomplete and does not settle the question (most notably, there is an overreliance on areas that I feel are generally non-indicative)), nor can it entirely overwrite the more holistic methods of determining "well being" in the Roman Empire. In a general sense, the evidence points increasingly towards a greater material prosperity during the Roman Empire than periods immediately proceeding or following it. This overwhelmingly was to the advantage of the elite, but not entirely, and superior ceramic production and house building materials seem to be more or less universal. So to combine these, the bones say one thing and the pots say another.
Beyond that, pretty much every other claim can be answered with a "yes, but...". For example, one could argue that imperial resource extraction demonstrably hurt communities by drawing wealth towards the center: Yes, but a more integrated imperial market could protect individual regions from price shocks and imperial administrative institutions (such as the army) acted as wealth redistributors. The Empire brought an unrivaled period of piece within its border: Yes, but it also imposed a more distant administrative apparatus less attuned to local concerns, and dominance by a rent seeking elite with more economically coercive power than ever before. There was the creation of a true destitute class that didn't exist before: Yes, but, it seems possible general real wages and opportunity did increase. And so on and so forth.
I'll PM someone I know is on Reddit with more direct knowledge of osteological evidence for living standards than me.
You also have to recognize that Rome didn't "conquer" many of it's territories in the traditional sense. Rome's rise was attributable in large part to it's brilliant diplomacy and system of alliances. Although in those alliances Rome was the dominant partner, Rome demanded very little from it's allies and was generally in favor of local autonomy.
This is why, for example, the majority of Rome's Italian allies did not abandon Rome during the Pyrrhic War or the Second Punic War, despite Rome's losses to foreign invaders. Why abandon a good thing?
Keep in mind that Rome killed millions of people and was aggressive in their expansion. So it's not fair to ignore that aspect. But it's true that once Rome had taken effective control over an area, the standard of living was generally better in many ways. Just look at the Germanic tribes during the third and fourth centuries- many of them asked to be admitted into Roman territory; they didn't want to conquer Rome, they wanted to be a part of it.
/u/Tiako did a breakdown of the scene in question over at /r/badhistory a little while back. It might not address the generalities of your question, but it goes over the specific things mentioned in the speech.
EDIT: Although I do notice on rereading the post that there are no sources, which means that you're forced to take /u/Tiako on his notoriously shiftless and unreliable word.
The post I was responding to has been deleted, but: Reza Aslan's Zealot discusses the destabilizing influence of the Roman Empire on Israel pretty extensively. If anyone wants a counter-point.
It's focused on the historical life of Jesus, but chiefly through the lens of all the political unrest at the time. His thesis is that Jesus cannot really be understood historically without this context.
Essentially, there were many competing factions of Jews (and non-Jews) at the time. They all had different ideas about the extent to which they should collaborate with Romans. He makes a strong case that Jesus as a "Son of God" represented just one in a long line of peasant separatist leaders.
It all came to a head with the sacking of Jerusalem and destruction of the Temple (which obliterated the Sadduccees), Masada (which obliterated the Zealots), and the expulsion of the Jews from Palestine (transforming Pharisees eventually into modern Judaism).
Hope that's not too simplistic of a characterization of Aslan's work or the times. Just a layman who happened to read the book.
The security that came with falling under the imperial yoke may have been a blessing. The only specific example that comes to mind is when The Goths sought shelter within the empire because of the growing danger their neighbors posed.
Wars could be hard on the population. Foraging armies, rape, death, enslavement. Building the empire was a violent process but after of few generations under the Pax Romana there may have been some solace. Like having a tough older brother who would beat up your bullies.
Actually, /r/BadHistory covered this a while ago. I'll see if I can find it.
EDIT: Found It
It wasn't known as Israel. It was the province of Syria.