In terms of in the summer, you look at Cabaye at Newcastle, would have been a far better player, Tiote also already at Newcastle, would have cost less than Henderson. Sahin went from Dortmund for £8m or so. If you want to stay British then look at McCarthy at Wigan, fantastic player who I believe is better than Henderson. That is 4 just off the top of my head. Maybe Sahin is a bit unrealistic, but the other 3 would have been easily gettable with sufficient backing.
Cabaye was a steal at £4m and is probably the only one on their who does anything like Henderson does from those you've mentioned. Now factor into the equation that Cabaye is a good 4-years older than Henderson...
Tiote is a defensive mid, Sahin is more alonso than anything else and McCarthy, again, is more of a defensive mid than Henderson. You're not going to get the offensive penatration that Henderson gives you (quiet, aurelian!) from Tiote and McCarthy and you aren't going to get the precision and recycling of possession from Sahin.
I could be miles wrong on Sahin by the way, it's been a good while since I've seen him!