For me it really depends on the figures. I've got the Classics versions of everyone I'm interested in (except for 3 jets - I think you know which ones) and the only Henkei figures I would consider getting are Starscream, Thundercracker, and Skywarp. (I passed on the Astrotrain mold entirely; otherwise I'd get Henkei Astrotrain.)
Henkei Prime, Megatron, Astrotrain, and Starscream are (IMO) clearly better than their Classics equivalents. The Classics versions are good, but the Henkei ones are better. With Mirage, Rodimus, Grimlock, Skyfire/Jetfire, and Ramjet, however, I think the Classics version is the superior one.
I can't decide whether Henkei Bumblebee is better than Classics 'Bee. The "Evolution of Bumblebee" redeco beats both of them.
Mostly, it comes down to personal taste. None of the decos are particularly weak, so get what you like.
