The savage and the marlin are very close to the same rifle pretty much. Go with which ever looks and feels best to YOU. Both will be very accurate for a decent price. I have savage heavy barrel with the wood stock and love it. I like the shorter mag as well.
Another thing to keep in mind is the new savages can be had with the accutrigger now. This is a huge improvement since the tiggers on the older savages and the marlins suck out of the box. You either need to re work them or get a rifle basics trigger for 60-70 bucks and put it in.
The rugers are nice rifles, feel more like a centerfire than the other two and the build quality is a bit better. However I have heard they have accuracy issues as well compared to the marlin and savage, which is not good considering the price. IF you want to spend more money there are better choices than the ruger in my opinion.
I love those Henry's as well. I had one in a .22 and it was a great rifle. They are not too fun to shoot off from a bench though

. I think a lever gun in 17HM2 would be a wicked squirrel gun!
Paul