I have a Henry Lever Action 17 HMR and it is - by far - my favorite small game gun, the most accurate of my rimfires and the easiest to handle.
What other types of rimfires rifles do you own or have handled? My experience is limited to a .22 and a air rifle (I don't know the brands).
Your Henry - is that the Varmint Express or a Golden Boy? Iron sights or scope? From what I hear, the Varmint is easier to add a scope, something low powered like a 3-9x. What do you shoot 17 gr V-Max or polytipped or the 20 gr? Presumably the polytip would have the least penetration but the most "splat" [for lack of a more technical term :)]