A western grip like Henin's is good for hitting topspin on shoulder-high balls. It requires excellent movement and good hand-eye. You must move well not only to keep the contact point way in front of you, but also have the adjustements for balls which are not in the optimal strike zone. There also isn't much margin for error in the swing with non-optimal balls.
I would never teach a new player an extreme grip like that, but if you have a specific reason for going with it, try it out.
Last edited by NLBwell; 01-25-2013 at 06:39 PM.