The most appropriate Henry for comparison is the Golden Boy, not the basic model.
The basic model is a great gun for the money, but it's a compromise. The Golden Boy is really lovely.
The Peach in the Marlin lineup is the 39M, hands down. But they have such a hitch in the action. Longest history.
The 9422/XTR is the all-around winner, IMO. Looks, balance, action. Simple action.
The Golden Boy is a fine, attractive rifle. No provision for receiver sights, tho.
The BLR/.22 never spoke to me, though it feels like quality through and through.
-Daizee