I'm more certain than ever he's an Other, due to two things that happened in last night's episode.
1) When speaking to Ana, he used her OWN words in an effort to draw her out or possibly throw her off emotionally. (He's done similar things with both Sayid and Locke) He said something to the effect of "It doesn't matter, I'm already dead." She and Sayid had that conversation out in the jungle right after he confronted her about shooting Shannon. Henry, or his posse, have been listening all along. He knew just what to say to her! But she's one tough cookie.
2) I noticed when Ana was in the armory questioning Henry...Jack and Locke couldn't hear anything going on in there, even when standing right next to the door. Yet in another episode, Henry could hear Jack and Locke speaking when they were in the kitchen! I'm not so sure he's got super hearing, but he possibly knows how to operate/use remote listening in the hatch.
I think he's there to infiltrate at the very least, to upset the balance of the Losties and cause chaos, therefore making it easier to divide and conquer. He's doing a pretty good job of that! He's already setting them up for what comes next.
Jack and Locke are in such a pi$$ing contest at the moment, I wouldn't put it past either one of them to let him go just to spite the other. It's ironic that the two men we saw as leaders for so long have become quite ineffectual at this point over their need to be right, and in charge.
So for now, I'm willing to bet Henry is very important, and more than likely he's Zeke's superior, but I still think there's someone above him playing Dr. Evil.
BTW-Sun is very beautiful and how cute was Jin at the end saying I luv you in English