Don't own one, but I've fired Henry's and the Marlin .357. I prefered the Marlin as I thought the action on the Henry was kind of rough, but it's probably just personal preference.
I've been looking at the Henry line also. I really wanted a rifle cartridge, but about the only thing they offer (outside of .22s) is a .30-30. I know this is an old standard for lever actions, that's probably what I'll end up with. (I do have a 336 in .30-30 now. A fine rifle...)