Henry would be better than Big Show or Sheamus. Big Show we've seen so many times against Brock, and he can't make anyone look good, the match quality would be terrible. Sheamus is in burial mode and the last thing I want to see is Sheamus go over someone like Brock Lesnar. Henry would be hilarious and I guarantee we'll see some pretty freaky stuff from Brock against him, but it's still not good and the match quality would be poor.
Orton is an awesome wrestler, and has amazing facial expressions. He'd need to go back to psycho mode and feud with Brock or legend killer or something, it could be awesome though.
Still not my preferred choice, I'd rather see Brock vs Cena, Brock vs Dolph or Brock vs Rhodes.