Henckels, Wustof, and Sabatier are all excellent steel brands. However Henckels does have a lower brand that is not as good as their 4-Star line. They all perform equally well, they are just weighted differently. Some are heavier on the handle side which keeps the knife in your hand more, others are heavier at the blade end which allows for faster cutting/chopping. I have a Wustof paring knife which I love and a Henckels chef's knife, and some awesome Henckels steak knives. My next knife will be a cleaver most likely, not sure which one I'm gonna pick up, I might check out some steel ones at my local Chinese grocery store hehe.
--Ben