Ya i've had a few Henry's and wasn't too fond of them.
I have a Marlin 1894CST in .357 that is quite fun. Unless you can get the Henry in the side loading 30-30, I'd look at a Marlin or Win94. That whole front-load-gotta-take-the-rod-out-bullshit has always been a deal breaker for me... .22's being the obvious exception.
I also have an Uberti 1873 lever gun in .357...and damn that thing is sweet