Yech. I am NOT a fan of the Henry lever 22's. The basic lever 22 isn't bad for the price, but the Golden Boy is an overpriced POS.
For a fun plinking .22 rifle, I like the Taurus 62 pump carbine. It's a replica of the classic Winchester 62 gallery gun. Taurus makes a great "youth model" that comes with two buttstocks -- a full size one and short "kid" sized one, both fitted to the rifle. It's great for teaching little ones to shoot. Street price is a little over $200 for the two stock youth model, and just under $200 for a single stock model. They're also available in rifle versions (longer barrel), and in blued, stainless or color case hardened.
For an all-around .22, though, I prefer a bolt action. There are any number of good ones out there, many of which have been mentioned above. My personal favorite is the Ruger 77/22, in large part because it was the first gun I ever owned. My dad gave me one of the very first 77/22's for my 16th birthday. That was 20 years ago. I haven't looked at new ones, lately, but mine is very finely crafted -- the equal of many centerfire rifles. It is plenty accurate, too. I had a $1,000 Anschutz single shot .22 dedicated target rifle for a while, and it wasn't much more accurate off the bench than the Ruger. The 77/22 is also a perfect small game rifle.