I LOVE my Rossi 92, although I'm keeping my eyes open for a Winchester that's been rechambered.
The lack of a King's Gate on the Henry was one of the things that really turned me off of it. In addition, a friend has one in 44 Mag(he only ever shoots specials) and the magazine tube cracked. Henry sent him a replacement, but still. I don't mind dropping down the tube on a 22, but for an $800 center fire gun, I want a loading gate.
The Henry action is VERY smooth, though. Contrast that with the Rossi, which is very "notchy." A lot of that is inherent in the 92 type action, as the two locking bolts sliding up and locking in place requires more force than the rest of the stroke. Still, though, a Rossi isn't as smooth as an old Winchester-I suspect partially due to the fact that Winchester is better finished, and probably because it has 100 years of wear on it that the Rossi doesn't have. I've worked a bit on my Rossi, but just know that if you go that route, you MUST NOT touch the front and back of the locking bolts-doing so can allow the gun to fire out of battery. Despite these weaknesses, though, the 92 type action is one of the strongest in this size/class of lever guns and you can load 357s to well beyond reasonable levels without worrying about it.(disclaimer: always follow loading manuals exactly to be safe).
Since someone mentioned shooting wadcutters-it's worth mentioning that a 92 won't feed flush-seated wadcutters and can have issues with anything that doesn't have some sort of taper. Semiwadcutters are fine, but wadcutters are out. Remember that the primary original chamberings for this action(25-20, 32-20, 38-40, and 44-40) were bottleneck which means that they need some help to feed a straight walled case. I've never tried wadcutters in a 73 type action(the only one I've owned was an 1890s Winchester in 32-20) but I'd guess it might do better with wadcutters than the 92. I don't have enough familiarity with the Marlin 94 and Henry actions to say whether or not they theoretically could or do.