Very well built - like the exposed hammer so you don't wreck the firing pin/cave the throat dry firing.
The stock on the 22 mag version is way nicer than the 22lr - has some nice checkering (absent on the 22lr version but I bought the 22lr anyhow - still a nice looking gun).
These are fairly "stout" stocks - lot's of wood, even in the forestock (pump) and they have a heavy octagon barrel - not a lightweight if that's your style (I threw my 22lr on the scale and unloaded it goes about 6lbs 1oz).
They do have a dovetailed receiver if you want to mount a scope but I find the sights "quite functional".
I also have an FN Browning pump (trombone) but prefer the Henry in the woods. It has a shorter barrel (19 1/2" I think - or thereabouts) compared with my FN which has a 24 and the FN is way lighter (just a hair over 4 pounds, so kinda floats a bit when trying to hold on target) - the heavier Henry holds "nice" (but holding a heavier gun is a personal "like" for me - not for everyone I guess).
Henry makes a fine rifle. If you want one, buy before they go up in price (find some existing/old stock). The 2015 wholesale prices from Henry jumped a lot. They jacked the cost from factory and the dollar compounded the problem. The wholesale price of the 22 pump went up 90 bucks between last December and now which will mean you see some of these priced at 600 bucks give/take when the new stuff rolls in.