Short way to distinguish these :

« Je vais chez les Henderson. » would mean that you’ll visit the Henderson family at their home.

« Je vais chez Henderson. » would mean that you’re going to a shop or a store named like that.

You are right, Aerovistae. You have the correct answer.

Je vais chez Henderson. = you’re visiting someone whom you call Henderson
Je vais chez les Henderson. = you’re visiting the Hendersons (i.e. the Henderson family)

In general case you are right

• Chez Henderson means in Henderson’s house
• Chez les Hendersons means at the Hendersons

But chez Henderson could also mean in the Henderson family, mainly for old people. For example

Comment ils vont chez Henderson ?

means

How are the Hendersons?