If you get a chance, check out Wahoo! and Sweet Honey Bee, both Duke Pearson sides, both with Joe. Great writing and playing by all concerned.
If you want to hear Joe tear up on some standard material, check out Joe Henderson with the Wynton Kelly Trio...two CD's, Straight, No Chaser, and Four!
Some great late 80's early 90's stuff is on Red Records. An Evening with Joe Henderson, Charlie Haden, Al Foster. This was a live concert in Italy. The Standard Joe was a studio date in '91.
The thing I love about Joe's playing is that he fits himself in to each situation in a different way, and is yet always himself. For example, on the Duke Pearson stuff, he plays more out of a "soul" bag. On the Andrew Hill recordings, more "avant."