I shot a Uberti 1873 in 44-40 for a number of years when I was into Cowboy Action Shooting. I shot both "full power" Black Powder loads, factory loaded ammunition, and both cast and jacketed hand loads using modern smokeless powder. I paid strict attention to the data from my loading manuals and did not try to hot-rod the gun/ammo. I think as long as you stayed within factory load parameters you should, obviously, be fine. Personally I would limit anything in 44 Mag to 44 Special equivalent load levels. I don't think you will have any problems with factory loads in any of the other calibers as well. The action does have it limitations, but is still pretty strong. If you want a lever gun that will allow you to push the power envelope to higher levels like +P, then I would be looking for a Browning 92/94 clone, Marlin, or Winchester designs. I am not knowledgeable about the specifics of the newer Henry action designs so will not comment one way or the other. ymmv.