I've owned three and shot many more. I'll give you my opinions.
Henry - first one I owned was a golden boy. For just straight target practice it makes a good little plinker. But for hunting I just didn't like it. The swing of the action was too long and the brass showed its self off in the light. The one thing you did have with the henry was a quick follow up show when you needed one.
Savage 93 series - My favorite 17 hmr was a savage 93 with a thumbhole stock and it came with a lupold 4-9x 40 scope. This little rifle would hit nickles at 150 yards. I killed many squirrels with it out to about that same range. The Accu-trigger system helps make your shots precise.
Marlin - Marlin makes a great firearm. I had a Marlin. The one remark that I can make is that it is a solid gun.
Ruger - I haven't had any experience with the ruger but have had other rifles made by ruger. They're good guns but whether they're worth the extra that you will pay for the ruger name is up to the individual buyer.
If I had to pick one i would go back to the savage. I think its the accu trigger system that makes it the clear winner.