H001 and H004 Henry lever guns have a receiver cover made out of ZAMAC (zinc aluminum magnesium alloy composite). These receiver covers are either painted (for the H001), or brass plated (for the H004).
The Golden Boy ships with a black barrel band, but a brass-plated band can be ordered ($27 I think).
As was recently discovered, the plating/paint can be stripped off the cover and the bare metal can be polished to a chrome-like finish. Several folks (me included), have stripped the paint from their H001 and simply buffed the surface with 000 or 0000 steel wool to give a more aged appearance to the cover (and barrel band).
IMHO, the Golden Boy may be the prettiest of the Henry 22's, but it's also limited in terms of the kinds of sights you can install. For this reason, I recommend that you get the H001T (it's got the octagon barrel like the GB, but the comb drop is less severe, and you have a 3/8 dovetail groove on the receiver cover. This means you can use a receiver sight (like the Williams FP-GR), or a scope with standard rings without having a gunsmith do any machining.
On top of that, you can strip the paint of the receiver cover, and even have it brass-plated if that's your thing.
If you look around, you could get lucky and find a H001T for $280 (like I did last December). That's dirt cheap for a damn fine rifle. Here's mine: