I started CAS with a '92 Rossi in .38/.357. It has the full action job by Nate Kiowa Jones (
http://www.stevesgunz.com/index.htm). It's a very accurate rifle and cycles great. However, it's just not as fast as the '66 I later acquired, so it's relegated to back-up duties for now.
I also agree on the wood being "different." I suspect that it's some sort of South American tree.....and they don't seem to put a very pretty stain on it either. While that would be "all well and good," I was (and still am) more concerned with function than pretty. The price I got the '92 at was good and it's worth the price -- especially with the action job. It is very sweet as far as '92's go.
The '92 is OAL sensitive (which has been beaten to death here, but I guess I should reiterate a bit). They seem to like 1.50 or better to cycle cleanly and regularly. Also, I found that I needed to insure that I operated the lever fully (all the way forward and all the way back) or it would be prone to jamming. I sometimes got "quick" with it and short-stroked it causing a jam.
While I've not owned a Marlin, I shot one (borrowed) when we first started before I bought the '92. It was accurate and clean rifle. Do some research and you'll find that they also have some issues which need to be addressed (i.e. the dreaded "Marlin jam").
I've not owned or fired a Henry, so I cannot comment. If you're talking about a "Big Boy" (made by Henry and not necessarily a "Henry rifle"), then the biggest complaints I've heard normally conern them not being "period correct." They also are limited in the stuff you can do to them to make them cycle more quickly and reliably.
If you're talking about an 1860 Henry (made by Uberti or similar), then the biggest complaints I've heard are the (1) the weight, (2) the loading lever working it's way down the tube as you fire (your fingers get in the way) and (3) no foregrip which can be hot on your hand as you fire.
As far as I know (from hearing and experiencing myself), each of these rifles have pros and cons. Do your research before you buy. Shoot each of them if you can (lots of SASS pards will let you shoot theirs) and make up your own mind.
Good Luck!
Tanker6 a/k/a Chickahominy Charlie