Keegan won 2 Ballon d'Ors but I still rate Dalglish, Barnes and probably Gerrard as better footballers. From the games I've seen of Keegan he was a very effective footballer but in terms of pure talent, Dalglish, Barnes & Gerrard were on another planet.
I don't think it's possible to compare Gerrard & Henry, 2 completely different players and while there were things SG could do that TH couldn't, there were just as many things TH could do that SG couldn't. The only similarity is that both had a massive impact on English & European football and were considered by their peers to be among the best in their position for many, many years.
Barnes & Henry is a pretty good comparison actually, very similar players both in terms of style & ability. Whenever I've asked my uncle (United supporter for what it's worth!) about Barnes he always said he was the Thierry Henry of his day. Both were just untouchable with the ball at their feet and were the key creative forces in probably the 2 most attractive sides English football has ever seen. Unfortunately Barnes had that horrible injury where he completely ruptured his Achilles' tendon in the early 90s and he was never able to recover to anywhere near his best. It's a shame that some people will only remember Barnes as the slow (but still very skillful) deep lying playmaker he evolved into because at his peak during the 80's he was one of the best attackers in the world.
Funnily enough Thierry Henry is in my all time 'Favourite XI' in the other thread so you know how highly I think of him, one of those players who just makes the game look beautiful. If he had played for Liverpool I'd find it hard to split he, Dalglish, Barnes & Gerrard in our top 4 of all time. As for Rush, he scored a hell of a lot of goals but so did Henry. What separates them is Henry's all round game in terms of leadership, playing from wide areas and bringing his team mates into play. In that respect he was on another level to Rush.