You can't compare any of those captains to Vieira and Henry. Vieira and Henry gave everything to Arsenal, and left at the end of their careers, they peaked with Arsenal, and I hold absolutely nothing against them.
Gallas is an arsehole, i never liked him even when he was at Arsenal, and I thought it was a terrible decision to give someone with Gallas's character the captain's armband. I was happy when he left and do not regret his departure.
Cesc gave us a lot, and was our best and most consistent player in the past 5 years, unfortunately our board and Wenger's lack of ambition made him leave. He gave us a lot and i wished he had stayed, but i blame Wenger and the board more than anyone else for his departure.
As for Van Persie, if he leaves this summer, i blame Wenger and the board for that as well, because of our ridiculous wage structure, where shit players get overpaid and good players get underpaid, and because of the lack of ambition and investment in the squad. Still, one cannot say that Van Persie gave enough to an Arsenal team that stuck with him when he was injured, many Arsenal fans were of the opinion a few years ago, that we should invest in a striker and stop waiting on Van Persie to stay fit, but Wenger was patient with him, i personally regret that, and in hindsight wished we would have cut our losses long ago and invested in another striker. He can pretend that he loves the club all he wants, but end of the day is, he did not give this club enough, especially seeing as to how patient the club was with him.
Vieira and Thierry are champions though, none of our current players even comes close to them.