It just so happens I have the Henry, the Marlin 39, and the Browning BL-22.
The Henry is smooth to operate but the construction is cast aluminum(zinc?) and the finish is essentially an e-coat paint from what I can tell. Good for the price but not heirloom quality.
The Marlin is what a gun should be, machined from forgings and blued. It is the heaviest of the lot but it is a sweet shooter and very smooth in operation. It is heirloom quality. In fact the one in my collection was my wifes grandfather's and now his great-grandchildren have used it as their first .22.
The BL-22 is also a fine quality arm. The finish is better than the Marlin, mirror polish before blueing. The barrel is a slimmer profile than the Marlin which makes it easier to carry but not as steady when shooting. The short lever throw is stiffer as you are doing the same work as the Marlin or Henry in half the distance. No problem for an adult, but difficult for young kids. The Browning is also heiloom quality.
The downside to the Browning and the Marlin is they cost twice or more than the Henry, but quality comes with a price. When I pass on my firearms to my two children, one of my sons will get the Browning, one will get the Marlin, and I doubt the Henry will stay with me until the day I die as it is mearly a commodity to be traded on another gun deal.