There were also stories at the time about how our proposed move to Ashburton Grove was going to turn into a recipe for disaster and these stories were accompanied in turn by what had already become the usual batch of stories about this or that Arsenal player leaving next for Barcelona or Real Madrid.
True, there wasn't always smoke without fire as we Arsenal fans were left to look on helplessly as the likes of Anelka, Overmars, Petit and Gio Van Bronckhorst all swanned off to La Liga within the space of three years.
But having gone through a further three or four years of destabilising speculation about Vieira moving to La Liga and then the ongoing saga with Henry, I'm really starting to get pissed off.
I will tell you this, my fellow Gooners, for nothing. I really don't give a toss if Henry goes. Because, although I appreciate the fact that Henry has probably the greatest foreign individual the Premiership has seen (I mean who else, foreign or otherwise, has been named Footballer of the Year three times and won the Premiership Golden Boot four times) I think there could be an argument to say that we could perhaps become better generally as a team these days without him.
I don't believe for one minute that Henry is the spent force that many people outside of Arsenal are suggesting and I don't have any issues regarding his sense of loyalty. It's just a fact that all the ability in the world counts for nothing if the right attitude and level of focus isn't there - and it doesn't matter who you are.
We Gooners saw what the constant speculation did to Vieira in the end. He was never quite the same player in his last two years at Highbury because in my opinion, he looked like a man who was visibly distracted by his own disturbed conscience.
Where once Vieira looked at peace with the fact that he was wearing an Arsenal shirt, the assurance he got from that slowly disappeared (albeit subconsciously). I got the feeling last season that Henry was starting to go same way and like Vieira, I'm convinced that his general demeanour will only get worse if he stays. And if I'm right and that did happen, would this be of benefit Arsenal in the long run? No, of course not.
In any case, when you look back at last season, nobody can really say that Henry carried the Arsenal team. He only played 17 league games for us out of a possible 38. And whilst he did score 10 goals, it was nonetheless only 10 out of a total of 63 league goals scored by Arsenal overall (Which of course was only one less than the PRF scored en route to finishing runners up to ManUre).
Are those the stats of a man that carried the Arsenal single-handedly on his shoulders through the season? Are those the kind of stats that do justification to the widely held notion that Arsenal are a one-man team? I don't think so - do any of you?
Yes, the Arsenal were well off the pace in terms of winning the Premiership last term but then I half expected that. I had targeted 3rd place as being where I wanted us to finish last season and we only just missed out on that. Still, at least we finished comfortably in fourth all the same (unlike the season before that) and the significant thing was that we managed it largely in spite of Henry in particular rather than because of him.
There are actually times in life when you do have to go backwards to come forwards again. I think it's time that this current Arsenal side gained a true identity of it's own and for me, I think that process starts with Henry heading off to pastures new.
We don't need players at the club with festering doubts over whether Arsenal is the right place to be. He who hesitates is lost after all and I just hope that if and when Henry does go, it happens quickly so we can plan where we go from here.
This leads me nicely on to the situation with Wenger. I have to say that I am far more concerned about the prospect of his departure than I am about Henry.
The press have used the departure of David Dein as their springboard for the latest round of rumours about Le Prof. But I'm sorry, if he was ever going to join Barca or Real Madrid, surely he would have done so by now.
What's more even though there may be some political unrest behind the scenes at Arsenal, it's nothing compared the never ending political chaos that exists behind the scenes at the Nou Camp and the Bernabeu. Wenger would also have no control over the recruitment of players or the youth development set up. He probably wouldn't even have direct contact with the presidents or members of the board.
In other words, Barca and Real may be a player's version of heaven but for a coach like Wenger who is used to having the whip hand and control over most of what he surveys at Arsenal, moving to either of those clubs would be like walking into hell.
I think if Wenger decided to walk away from the Arsenal at the end of next year, I believe there are only two other clubs in Europe that I can see him at - Bayern Munich and Ajax.