Jesus is the Son of God

Some people argue that Jesus never said that He was the Son of God.

That's incorrect. There are several really good Bible verses where Jesus is recorded saying exactly that. And that's why He was crucified. Blasphemy (saying He was God, forgiving people's sins, etc).

I think in general though, Jesus didn't want the disciples to tell people that He was the Christ. He wanted people to figure that out for themselves.

Peter Confesses Jesus as the Christ

Consider the following meeting between Jesus and the disciples.

When Jesus came into the coasts of Caesarea Philippi, he asked his disciples, saying, Whom do men say that I the Son of man am? And they said, Some say that thou art John the Baptist: some, Elias; and others, Jeremias, or one of the prophets. He saith unto them, But whom say ye that I am? And Simon Peter answered and said, Thou art the Christ, the Son of the living God. And Jesus answered and said unto him, Blessed art thou, Simon Barjona: for flesh and blood hath not revealed it unto thee, but my Father which is in heaven. And I say also unto thee, That thou art Peter, and upon this rock I will build my church; and the gates of hell shall not prevail against it. And I will give unto thee the keys of the kingdom of heaven: and whatsoever thou shalt bind on earth shall be bound in heaven: and whatsoever thou shalt loose on earth shall be loosed in heaven. Then charged he his disciples that they should tell no man that he was Jesus the Christ.
- Matthew 16:13-20 (KJV)

Jesus clearly wanted people to figure out who He was by themselves.

Renewed Efforts to Stone Jesus

Jesus arguing it out with the Jews.

Then the Jews took up stones again to stone him. Jesus answered them, Many good works have I shewed you from my Father; for which of those works do ye stone me? The Jews answered him, saying, For a good work we stone thee not; but for blasphemy; and because that thou, being a man, makest thyself God. Jesus answered them, Is it not written in your law, I said, Ye are gods? If he called them gods, unto whom the word of God came, and the scripture cannot be broken; Say ye of him, whom the Father hath sanctified, and sent into the world, Thou blasphemest; because I said, I am the Son of God? If I do not the works of my Father, believe me not. But if I do, though ye believe not me, believe the works: that ye may know, and believe, that the Father is in me, and I in him. Therefore they sought again to take him: but he escaped out of their hand,
- John 10:31-39 (KJV)

Here Jesus confirms that He had said "I am the Son of God". Quite clear really.

Jesus Faces the Sanhedrin

Here Jesus is asked a direct question about whether He is the Christ, which He answers with "I am".

And they led Jesus away to the high priest: and with him were assembled all the chief priests and the elders and the scribes. And Peter followed him afar off, even into the palace of the high priest: and he sat with the servants, and warmed himself at the fire. And the chief priests and all the council sought for witness against Jesus to put him to death; and found none. For many bare false witness against him, but their witness agreed not together. And there arose certain, and bare false witness against him, saying, We heard him say, I will destroy this temple that is made with hands, and within three days I will build another made without hands. But neither so did their witness agree together. And the high priest stood up in the midst, and asked Jesus, saying, Answerest thou nothing? what is it which these witness against thee? But he held his peace, and answered nothing. Again the high priest asked him, and said unto him, Art thou the Christ, the Son of the Blessed? And Jesus said, I am: and ye shall see the Son of man sitting on the right hand of power, and coming in the clouds of heaven. Then the high priest rent his clothes, and saith, What need we any further witnesses? Ye have heard the blasphemy: what think ye? And they all condemned him to be guilty of death. And some began to spit on him, and to cover his face, and to buffet him, and to say unto him, Prophesy: and the servants did strike him with the palms of their hands.
- Mark 14:53-65 (KJV)

John Baptizes Jesus

God the Father confirms that Jesus is His son.

Then cometh Jesus from Galilee to Jordan unto John, to be baptized of him. But John forbad him, saying, I have need to be baptized of thee, and comest thou to me? And Jesus answering said unto him, Suffer it to be so now: for thus it becometh us to fulfil all righteousness. Then he suffered him. And Jesus, when he was baptized, went up straightway out of the water: and, lo, the heavens were opened unto him, and he saw the Spirit of God descending like a dove, and lighting upon him: And lo a voice from heaven, saying, This is my beloved Son, in whom I am well pleased.
- Matthew 3:13-17 (KJV)

All three persons of the Godhead are present here, e.g. God the Father (voice from Heaven), God the Son (Jesus), and God the Holy Spirit (dove).

Various

There are many other references in the Bible either to the Son of God, or the Son of Man, etc.

He trusted in God; let him deliver him now, if he will have him: for he said, I am the Son of God.
- Matthew 27:43 (KJV)

The beginning of the gospel of Jesus Christ, the Son of God;
- Mark 1:1 (KJV)

The woman saith unto him, I know that Messias cometh, which is called Christ: when he is come, he will tell us all things. Jesus saith unto her, I that speak unto thee am he.
- John 4:25-26 (KJV)

Jesus heard that they had cast him out; and when he had found him, he said unto him, Dost thou believe on the Son of God? He answered and said, Who is he, Lord, that I might believe on him? And Jesus said unto him, Thou hast both seen him, and it is he that talketh with thee.
- John 9:35-37 (KJV)

And many other signs truly did Jesus in the presence of his disciples, which are not written in this book: But these are written, that ye might believe that Jesus is the Christ, the Son of God; and that believing ye might have life through his name.
- John 20:30-31 (KJV)