The Marlin is VERY easy to clean. That screw on the side lets you take down the rifle into two halves, much like a break-action shotgun.
The action is then completely open (one side of the receiver stays with the barrel, the other with the buttstock). This makes it really quick and easy to clean the inside of the action if necessary, and to clean the barrel from the chamber end.
The Marlin is all machined steel, not some alloy like a Henry, and it comes drilled and tapped. No gunsmithing or odd scope mounts required to mount a scope. The stock sights work well for me, and mine were dead-on when I got the gun. Blueing can be touched up, too, if it gets scuffed.
I love my 39A. It's a full-size gun, good for practice, and easy to shoot well offhand, with a nice cut-checkered walnut stock. Comes with sling swivel studs, too. It weighs about 6 3/4 lb., so it's not too heavy; it's also not too light to shoot well.
Does Henry make a great little gun? Yes. Will it work great? Yes.
Is the Marlin worth the extra cash? Yes.