Lol, Henry is everything but a choker. Two unfortunate episodes from the highest stage might make some people say it now, but they are wrong for saying it. The first episode was the CL 2006 final. Henry was beasting for years and on that final he was weak. People forget though that Arsenal played with 10 men for almost the entire match against an attacking team like Barca, so every attacker in the world would have "choked" the way Henry did. The second episode is the WC 2006 where everyone expected Henry to lead France but a 34 year old Zidane stole the show. I mean, Zinedine Zidane. It still says nothing about Henry.
The problem with Henry, looking at his career, is just that for the quality he had he never single handedly lead his teams to the biggest trophies. He won all those trophies in question (WC, EURO, CL) but he was never a one man team Platini, Maradona or Zidane style in order to take his place with the best. But he was a beast and he was no choker. He won't make the "best of the best" list, where players like Maradona, Pele, Platini, Ronaldo, Zidane stand (Messi already made the list and Cristiano Ronaldo will have to lead Portugal and/or Real to the biggest trophies in order to make that list), but he follows those players, in the same group with Del Piero, Batistuta, Baggio etc.